Threshold model, panel version of Hylleberg et al.(1990) seasonal unit root tests, and panel unit root test of Chang(2002).
|Date of publication||2016-07-07 15:01:03|
|Maintainer||Ho Tsung-wu <email@example.com>|
|License||GPL (>= 2)|
bank_income: Panel data of bank,2001Q1~2010Q1
cigaretts: Cigaretts consumption of US states
contts: Function for extracting components from a lm object
crime: Annual crime dataset of US counties
hegy.reg: Generate the HEGY regressors.
HEGY.test: Seasonal unit root test based on Hylleberg et al. (1990)
iClick_plm1way: iClick GUI for one-way panel data analysis, based on package...
iClick_plm2way: iClick GUI for two-way panel data analysis, based on package...
IGF: Unit root test based on Change(2002)
inf19: Monthly inflation time series of 19 countries
inf_M: Monthly inflation time series of 20 countries
inf_Q: Quarterly inflation time series of 20 countries
interpolpval: Extracting critical value and p-value from Table 1 of...
invest: investment data of 565 listed companies, 1973-1987
ipsHEGY: IPS-HEGY seasonal unit root test in panel data, Otero et...
lagSelect: Select the optimal number of lags, given criteria
lookupCVtable: Function for looking up tabulated critical values and...
model: Estimate specified panel threshold model
pdR-package: Panel Data Regression: Threshold Model and Unit Root Tests
pIGF: Panel unit root test of Chang(2002)
productivity: Productivity data of 48 US state,1970-1986
ptm: Threshold Specification of panel data
r_est: A subroutine for model()
ret: Returns a data.frame of sequential lag matrix.
SeasComponent: Generate a data matrix of seasonal components
selPabic: Selection of lags.
selPsignf: Selection of lags.
sse_calc: a subroutine of model()
tbar: Compute the resursive mean
thr_sse: a subroutine calculating SSE
tr: A sub-routine calculating trace