| 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 |
| dur_john | The cross-country growth data in Durlauf and Johnson(1995) |
| hegy.reg | Generate the HEGY regressors. |
| HEGY.test | Seasonal unit root test based on Hylleberg et al. (1990) |
| 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. |
| SMPLSplit_est | Estimation of sub-sampled data |
| SMPLSplit_example | Example code for sample splitting |
| SMPLSplit_het | Testing for sample splitting |
| sse_calc | a subroutine of model() |
| tbar | Compute the resursive mean |
| thr_sse | a subroutine calculating SSE |
| tr | A sub-routine calculating trace |
