combcoint

cranv0.2.0

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>.

License MIT + file LICENSE0 versions1 maintainers10 deps77 weekly dl
Janine-Langerbein/combcoint
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First published · 2025-06-13 19:49:39

Last updated · 2025-06-13T18:40:05+00:00

combcoint — Health Score 37/100 | DepScope