combcoint0.2.0 package

A Joint Test-Statistic for the Null of Non-Cointegration

bayerhanck

Joint Test-Statistic for the Null of Non-Cointegration

englegranger

Cointegration Tests

pipe

Pipe operator

Download source packageRead PDF manual

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>.

  • Maintainer: Janine Langerbein
  • License: MIT + file LICENSE
  • Last published: 2025-06-13

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