xtdhcoint
cranv1.0.1Durbin-Hausman Panel Cointegration Tests. Implements the Durbin-Hausman panel cointegration tests of Westerlund (2008) <doi:10.1002/jae.963>. The tests are robust to cross-sectional dependence through common factor extraction using principal components. Provides both group-mean (DHg) and panel (DHp) test statistics with automatic factor num
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curl https://depscope.dev/api/check/cran/xtdhcointFirst published · 2026-03-12 09:26:56
Last updated · 2026-03-12T07:30:02+00:00