Package: xtdhcoint
Type: Package
Title: Durbin-Hausman Panel Cointegration Tests
Version: 1.0.5
Date: 2026-10-30
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Joakim", "Westerlund",
           role = "ctb",
           comment = "Original GAUSS code author"))
Description: 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.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/xtdhcoint
BugReports: https://github.com/muhammedalkhalaf/xtdhcoint/issues
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
RoxygenNote: 7.3.3
NeedsCompilation: no
Packaged: 2026-10-31 19:01:11 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
        <https://orcid.org/0009-0002-2677-9246>), Joakim Westerlund
        [ctb] (Original GAUSS code author)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-10-31 12:50:21 UTC
RemoteUrl: https://github.com/cran/xtdhcoint
RemoteRef: HEAD
RemoteSha: de35b6fa4aab33e3f7df7046b84b4ad406883600