pdR: Threshold Model and Unit Root Tests in Cross-Section and Time Series Data

Threshold model, panel version of Hylleberg et al. (1990) <DOI:10.1016/0304-4076(90)90080-D> seasonal unit root tests, and panel unit root test of Chang (2002) <DOI:10.1016/S0304-4076(02)00095-7>.

Package details

AuthorHo Tsung-wu
MaintainerHo Tsung-wu <tsungwu@ntnu.edu.tw>
LicenseGPL (>= 2)
Version1.9.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("pdR")

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pdR documentation built on Aug. 21, 2023, 5:06 p.m.