pdR: Threshold Model and Unit Root Tests in Panel 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>.

Install the latest version of this package by entering the following in R:
AuthorHo Tsung-wu
Date of publication2017-02-01 08:34:44
MaintainerHo Tsung-wu <tsungwu@cc.shu.edu.tw>
LicenseGPL (>= 2)

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Man pages

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


bank_income Man page
cigaretts Man page
contts Man page
crime Man page
hegy.reg Man page
HEGY.test Man page
iClick.plm1way Man page
iClick.plm2way Man page
IGF Man page
inf19 Man page
inf_M Man page
inf_Q Man page
interpolpval Man page
invest Man page
ipsHEGY Man page
lagSelect Man page
lookupCVtable Man page
model Man page
pdR Man page
pdR-package Man page
pIGF Man page
productivity Man page
ptm Man page
r_est Man page
ret Man page
SeasComponent Man page
selPabic Man page
selPsignf Man page
sse_calc Man page
tbar Man page
thr_sse Man page
tr Man page
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