panel cointegration

[phillen]

Hi - i am looking for a package with which I can perform panel cointegration tests. Old threads suggest plm and urca package, but I don't find suitable tests in these packs. Somebody knows more?
best regards, Philipp

[David Winsemius]

On Apr 27, 2012, at 2:38 PM, phillen wrote:

> Hi - i am looking for a package with which I can perform panel  
> cointegration
> tests. Old threads suggest plm and urca package, but I don't find  
> suitable
> tests in these packs. Somebody knows more?
> best regards, Philipp

http://cran.r-project.org/web/views/Econometrics.html
>

--

David Winsemius, MD
West Hartford, CT

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[phillen]

I found the unit root test function purtest in the plm package but nothing spefifical about cointegration. I really would be grateful if anyone knew about a package for panel cointegration tests.
best regards, Philipp