tsungwu/pdR: Threshold Model and Unit Root Tests in Cross-Section and Time Series Data
Threshold model, panel version of Hylleberg et al. (1990) <DOI:10.1016/0304-4076(90)90080-D> seasonal unit root tests, and panel unit root test of Chang (2002) <DOI:10.1016/S0304-4076(02)00095-7>.
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Package details |
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| Author | Ho Tsung-wu |
| Maintainer | Ho Tsung-wu <tsungwu@ntnu.edu.tw> |
| License | GPL (>= 2) |
| Version | 1.8 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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