Package: xtdhcoint
Type: Package
Title: Durbin-Hausman Panel Cointegration Tests
Version: 1.0.1
Date: 2026-03-07
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Merwan", "Roudane",
           role = "ctb",
           comment = "Original Stata implementation"),
    person("Joakim", "Westerlund",
           role = "ctb",
           comment = "Original GAUSS code author"))
Description: Implements the Durbin-Hausman panel cointegration tests of 
    Westerlund (2008) <doi:10.1002/jae.963>. The tests are robust to 
    cross-sectional dependence through common factor extraction using 
    principal components. Provides both group-mean (DHg) and panel (DHp) 
    test statistics with automatic factor number selection via information 
    criteria.
License: GPL-3
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0), knitr, rmarkdown
RoxygenNote: 7.3.3
URL: https://github.com/muhammedalkhalaf/xtdhcoint
BugReports: https://github.com/muhammedalkhalaf/xtdhcoint/issues
NeedsCompilation: no
Packaged: 2026-03-08 10:16:40 UTC; acad_
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Merwan Roudane [ctb] (Original Stata implementation),
  Joakim Westerlund [ctb] (Original GAUSS code author)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: CRAN
Date/Publication: 2026-03-12 08:30:02 UTC
Built: R 4.6.0; ; 2026-04-25 23:11:36 UTC; unix
