tr: A sub-routine calculating trace
In pdR: Threshold Model and Unit Root Tests in Cross-Section and Time Series Data
tr R Documentation
A sub-routine calculating trace
Description
Estimation of trace.
Usage
tr(y, tt, n)
Arguments
This function is a sub-routine for model(), calculating trace of matrix
y
data vector.
tt
time period length.
n
number of cross-section units.
References
Hanse B. E. (1999) Threshold effects in non-dynamic panels: Estimation, testing and inference. Journal of Econometrics,93, 345-368.
Original code from Dr. Hansen (http://www.ssc.wisc.edu/~bhansen/).
pdR documentation built on Aug. 21, 2023, 5:06 p.m.
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| tr | R Documentation |
A sub-routine calculating trace
Description
Estimation of trace.
Usage
tr(y, tt, n)
Arguments
This function is a sub-routine for model(), calculating trace of matrix
y |
data vector. |
tt |
time period length. |
n |
number of cross-section units. |
References
Hanse B. E. (1999) Threshold effects in non-dynamic panels: Estimation, testing and inference. Journal of Econometrics,93, 345-368.
Original code from Dr. Hansen (http://www.ssc.wisc.edu/~bhansen/).
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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