xtdhcoint

cranv1.0.1

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 num

License GPL-3strong copyleft0 versions1 maintainers1 deps47 weekly dl
muhammedalkhalaf/xtdhcoint
47
/ 100
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safe to use

[email protected] is safe to use (health: 47/100)

Health breakdown0 – 100
20/25
maintenance
0/20
popularity
25/25
security
0/15
maturity
2/15
community
Vulnerabilities
0
none known

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First published · 2026-03-12 09:26:56

Last updated · 2026-03-12T07:30:02+00:00

xtdhcoint — Health Score 47/100 | DepScope