combcoint
cranv0.2.0A 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>.
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curl https://depscope.dev/api/check/cran/combcointFirst published · 2025-06-13 19:49:39
Last updated · 2025-06-13T18:40:05+00:00