Re: [R] Cointegration test of panel data

From: Pete Brecknock <Peter.Brecknock_at_bp.com>
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 http://cran.r-project.org/web/views/Econometrics.html

HTH Pete

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