pdR: Threshold Model and Unit Root Tests in Panel Data

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

Author
Ho Tsung-wu
Date of publication
2016-07-07 15:01:03
Maintainer
Ho Tsung-wu <tsungwu@cc.shu.edu.tw>
License
GPL (>= 2)
Version
1.4

View on CRAN

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

Files in this package

pdR
pdR/NAMESPACE
pdR/data
pdR/data/cigaretts.rda
pdR/data/inf_M.rda
pdR/data/inf_Q.rda
pdR/data/crime.rda
pdR/data/bank_income.rda
pdR/data/invest.rda
pdR/data/inf19.rda
pdR/data/productivity.rda
pdR/R
pdR/R/iClick_plm.R
pdR/R/ptm.R
pdR/R/unitRoot.R
pdR/R/hegy.R
pdR/MD5
pdR/DESCRIPTION
pdR/man
pdR/man/pIGF.Rd
pdR/man/SeasComponent.Rd
pdR/man/ipsHEGY.Rd
pdR/man/lookupCVtable.Rd
pdR/man/bank_income.Rd
pdR/man/tbar.Rd
pdR/man/ptm.Rd
pdR/man/pdR-package.Rd
pdR/man/invest.Rd
pdR/man/inf19.Rd
pdR/man/model.Rd
pdR/man/inf_Q.Rd
pdR/man/interpolpval.Rd
pdR/man/inf_M.Rd
pdR/man/contts.Rd
pdR/man/crime.Rd
pdR/man/r_est.Rd
pdR/man/ret.Rd
pdR/man/lagSelect.Rd
pdR/man/iClick_plm1way.Rd
pdR/man/thr_sse.Rd
pdR/man/IGF.Rd
pdR/man/selPabic.Rd
pdR/man/sse_calc.Rd
pdR/man/productivity.Rd
pdR/man/cigaretts.Rd
pdR/man/iClick_plm2way.Rd
pdR/man/tr.Rd
pdR/man/HEGY.test.Rd
pdR/man/hegy.reg.Rd
pdR/man/selPsignf.Rd