Comprehensive Cointegration Tests with Fourier and Panel Methods


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Documentation for package ‘cointests’ version 1.0.0

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fcoint Fourier Cointegration Tests for Time Series
print.fcoint Print Method for fcoint Objects
print.xtcadfcoint Print Method for xtcadfcoint Objects
summary.xtcadfcoint Summary Method for xtcadfcoint Objects
xtcadfcoint Panel CADF Cointegration Test with Structural Breaks