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Cointegration test of panel data

Pete Brecknock 
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

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Serdar Akin Cointegration test of panel data Apr 9 Pete Brecknock Cointegration test of panel data Apr 9