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combcoint  

A Joint Test-Statistic for the Null of Non-Cointegration
View on CRAN: Click here


Download and install combcoint package within the R console
Install from CRAN:
install.packages("combcoint")

Install from Github:
library("remotes")
install_github("cran/combcoint")

Install by package version:
library("remotes")
install_version("combcoint", "0.2.0")



Attach the package and use:
library("combcoint")
Maintained by
Janine Langerbein
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2025-06-13
Latest Update: 2025-06-13
Description:
Implements a joint cointegration testing approach that combines Engle-Granger, Johansen maximum eigenvalue, Boswijk, and Banerjee tests into a unified test-statistic for the null of non-cointegration. Also see Bayer and Hanck (2013) <doi:10.1111/j.1467-9892.2012.00814.x>.
How to cite:
Janine Langerbein (2025). combcoint: A Joint Test-Statistic for the Null of Non-Cointegration. R package version 0.2.0, https://cran.r-project.org/web/packages/combcoint. Accessed 26 Jun. 2026.
Previous versions and publish date:
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