Re: [R] Cointegration test of panel data

From: Pete Brecknock <>
Date: Sat, 09 Apr 2011 12:18:27 -0700 (PDT)

You could try the "urca" package

Also, I would maybe have a look a the CRAN Task View on computational econometrics at

HTH Pete

View this message in context:
Sent from the R help mailing list archive at

______________________________________________ mailing list
PLEASE do read the posting guide
and provide commented, minimal, self-contained, reproducible code.
Received on Sat 09 Apr 2011 - 19:23:51 GMT

Archive maintained by Robert King, hosted by the discipline of statistics at the University of Newcastle, Australia.
Archive generated by hypermail 2.2.0, at Sat 09 Apr 2011 - 19:50:30 GMT.

Mailing list information is available at Please read the posting guide before posting to the list.

list of date sections of archive