pdR: Threshold Model and Unit Root Tests in Panel Data
Version 1.5

Threshold model, panel version of Hylleberg et al.(1990) seasonal unit root tests, and panel unit root test of Chang(2002).

Package details

AuthorHo Tsung-wu
Date of publication2017-02-01 08:34:44
MaintainerHo Tsung-wu <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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pdR documentation built on May 30, 2017, 3:24 a.m.