This routine allows one to test the null of no cointegration in heterogeneous panels via both parametric and semi-parametric methods. as described in Pedroni, "Critical Values for Cointegration Tests in Heterogeneous Panels with Multiple Regressors," Oxford Bulletin of Economics and Statistics, 61, 1999, 653-70.
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Publisher Info
Software component provided by Boston College Department of Economics in its series Statistical Software Components with number
R210402.
Size: Programming language: RATS Requires: RATS version 4.0 Date of creation: 31 Dec 2001 Date of revision: Handle: RePEc:boc:bocode:r210402
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