cointests: Comprehensive Cointegration Tests with Fourier and Panel Methods
A unified toolkit for cointegration testing including
Fourier-based cointegration tests (FADL, FEG, FEG2, Tsong) that
accommodate smooth structural breaks via flexible Fourier terms, and
panel CADF cointegration tests with structural breaks using the Common
Correlated Effects (CCE) estimator following Banerjee, Arcabic and Lee
(2017) <doi:10.1016/j.econmod.2017.03.004>, Tsong, Lee, Tsai and Hu
(2016) <doi:10.1007/s00181-015-1028-6>, and Banerjee and
Carrion-i-Silvestre (2025) <doi:10.1080/07350015.2024.2327844>.
| Version: |
1.0.0 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
stats |
| Suggests: |
testthat (≥ 3.0.0) |
| Published: |
2026-03-27 |
| DOI: |
10.32614/CRAN.package.cointests |
| Author: |
Muhammad Abdullah Alkhalaf
 [aut, cre,
cph] |
| Maintainer: |
Muhammad Abdullah Alkhalaf <muhammedalkhalaf at gmail.com> |
| License: |
GPL-3 |
| NeedsCompilation: |
no |
| CRAN checks: |
cointests results |
Documentation:
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