Man pages for pdR
Threshold Model and Unit Root Tests in Cross-Section and Time Series Data

bank_incomePanel data of bank,2001Q1~2010Q1
cigarettsCigaretts consumption of US states
crimeAnnual crime dataset of US counties
dur_johnThe cross-country growth data in Durlauf and Johnson(1995)
htest_pglmSpecification test for panel glm models
IGFUnit root test based on Change(2002)
inf19Monthly inflation time series of 19 countries
inf_MMonthly inflation time series of 20 countries
inf_QQuarterly inflation time series of 20 countries
investinvestment data of 565 listed companies, 1973-1987
ipsHEGYIPS-HEGY seasonal unit root test in panel data, Otero et...
lagSelectSelect the optimal number of lags, given criteria
modelEstimate specified panel threshold model
pdR-packagePanel Data Regression: Threshold Model and Unit Root Tests
pIGFPanel unit root test of Chang(2002)
productivityProductivity data of 48 US state,1970-1986
ptmThreshold specification of panel data
r_estA subroutine for model()
shipPanel data on the number of ship accidents
SMPLSplit_estEstimation of sub-sampled data
SMPLSplit_exampleExample code for sample splitting
SMPLSplit_hetTesting for sample splitting
sse_calca subroutine of model()
tbarCompute the resursive mean
thr_ssea subroutine calculating SSE
trA sub-routine calculating trace
pdR documentation built on Aug. 21, 2025, 5:39 p.m.