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
conttsFunction for extracting components from a lm object
crimeAnnual crime dataset of US counties
dur_johnThe cross-country growth data in Durlauf and Johnson(1995)
hegy.regGenerate the HEGY regressors.
HEGY.testSeasonal unit root test based on Hylleberg et al. (1990)
iClick_plm1wayiClick GUI for one-way panel data analysis, based on package...
iClick_plm2wayiClick GUI for two-way panel data analysis, based on package...
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
interpolpvalExtracting critical value and p-value from Table 1 of...
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
lookupCVtableFunction for looking up tabulated critical values and...
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()
retReturns a data.frame of sequential lag matrix.
SeasComponentGenerate a data matrix of seasonal components
selPabicSelection of lags.
selPsignfSelection of lags.
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 Nov. 18, 2018, 5:04 p.m.