You could try the "urca" package Also, I would maybe have a look a the CRAN Task View on computational econometrics at http://cran.r-project.org/web/views/Econometrics.html
HTH Pete -- View this message in context: http://r.789695.n4.nabble.com/Cointegration-test-of-panel-data-tp3438783p3438864.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
