xtbreakcoint
cranv1.0.4Panel Cointegration Tests with Structural Breaks. Implements panel cointegration tests allowing for structural breaks and cross-section dependence following the methodology of Banerjee and Carrion-i-Silvestre (2015) <doi:10.1002/jae.2348>. The package provides iterative factor-break estimation, individual ADF tests on defactored residuals, standard
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curl https://depscope.dev/api/check/cran/xtbreakcointFirst published · 2026-03-16 16:43:41
Last updated · 2026-03-16T15:00:03+00:00