Package: xtdhcoint 1.0.5
Muhammad Alkhalaf
xtdhcoint: Durbin-Hausman Panel Cointegration Tests
Implements the Durbin-Hausman panel cointegration tests of Westerlund (2008) <doi:10.1002/jae.967>. 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 number selection via information criteria.
Authors:
xtdhcoint_1.0.5.tar.gz
xtdhcoint_1.0.5.zip(r-4.7-any)xtdhcoint_1.0.5.zip(r-4.6-any)
xtdhcoint_1.0.5.tar.gz(r-4.7-any)xtdhcoint_1.0.5.tar.gz(r-4.6-any)
xtdhcoint_1.0.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
xtdhcoint/json (API)
| # Install 'xtdhcoint' in R: |
| install.packages('xtdhcoint', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/muhammedalkhalaf/xtdhcoint/issues
- fisher_panel - Fisher Effect Panel Dataset
Last updated from:de35b6fa4a. Checks:6 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 146 | ||
| source / vignettes | OK | 189 | ||
| linux-release | OK | 107 | ||
| windows-devel | OK | 59 | ||
| windows-release | OK | 60 | ||
| wasm-release | OK | 78 |
Exports:xtdhcoint
Dependencies:
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Coef Method for xtdhcoint Objects | coef.xtdhcoint |
| Fisher Effect Panel Dataset | fisher_panel |
| Print Method for xtdhcoint Objects | print.xtdhcoint |
| Summary Method for xtdhcoint Objects | summary.xtdhcoint |
| Durbin-Hausman Panel Cointegration Tests | xtdhcoint |