xtdhcoint
Durbin-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 number selection via information criteria.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.1 |
rolling linux/jammy R-4.5 | xtdhcoint_1.0.1.tar.gz |
51.4 KiB |
1.0.1 |
rolling linux/noble R-4.5 | xtdhcoint_1.0.1.tar.gz |
51.4 KiB |
1.0.1 |
rolling source/ R- | xtdhcoint_1.0.1.tar.gz |
20.5 KiB |
1.0.1 |
latest linux/jammy R-4.5 | xtdhcoint_1.0.1.tar.gz |
51.4 KiB |
1.0.1 |
latest linux/noble R-4.5 | xtdhcoint_1.0.1.tar.gz |
51.4 KiB |
1.0.1 |
latest source/ R- | xtdhcoint_1.0.1.tar.gz |
20.5 KiB |
1.0.1 |
2026-04-26 source/ R- | xtdhcoint_1.0.1.tar.gz |
20.5 KiB |
1.0.1 |
2026-04-23 source/ R- | xtdhcoint_1.0.1.tar.gz |
20.5 KiB |
1.0.1 |
2026-04-09 windows/windows R-4.5 | xtdhcoint_1.0.1.zip |
55.0 KiB |