combcoint
A Joint Test-Statistic for the Null of Non-Cointegration
Implements a joint cointegration testing approach that combines Engle-Granger, Johansen maximum eigenvalue, Boswijk, and Banerjee tests into a unified test-statistic for the null of non-cointegration. Also see Bayer and Hanck (2013) <doi:10.1111/j.1467-9892.2012.00814.x>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.2.0 |
2026-04-09 windows/windows R-4.5 | combcoint_0.2.0.zip |
2.6 MiB |