NEWS

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xtdhcoint 1.0.0

• Initial CRAN release.
• Main function xtdhcoint() for Durbin-Hausman panel cointegration tests.
• DHg (group-mean) and DHp (panel) test statistics.
• Automatic factor number selection via information criteria (IC, PC, AIC, BIC).
• Long-run variance estimation using Bartlett kernel.
• Cross-sectional dependence handled through common factor extraction.
• Example dataset fisher_panel for testing Fisher effect.