punitroots: Unit Roots in Panels of Time Series

Tests for unit roots in panels of (economic) time series, with and without cross-sectional dependence.

AuthorChristian Kleiber [aut, cre], Claudio Lupi [aut]
Date of publication2012-10-20 13:25:44
MaintainerChristian Kleiber <Christian.Kleiber@unibas.ch>
LicenseGPL-2
Version0.0-2

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Files in this package

punitroots
punitroots/data
punitroots/data/OECDcpi.rda
punitroots/data/EarningsCLG.rda
punitroots/data/OECDgdp.rda
punitroots/data/PWT.rda
punitroots/data/OECDprod.rda
punitroots/data/G7.rda
punitroots/data/EarningsHSG.rda
punitroots/data/OECDunemp.rda
punitroots/data/EarningsHSD.rda
punitroots/data/OECDrealex.rda
punitroots/R
punitroots/R/Hartung.R punitroots/R/pfisher.R punitroots/R/pCADFtest.R punitroots/R/spsm.R punitroots/R/Pesaran.R punitroots/R/Simes.R punitroots/R/summary.pCADFtest.R punitroots/R/phadri.R punitroots/R/print.pCADFtestsummary.R
punitroots/NAMESPACE
punitroots/inst
punitroots/inst/CITATION
punitroots/inst/doc
punitroots/inst/doc/panelUnitRootWithR.Rnw
punitroots/inst/doc/panelUnitRootWithR.pdf
punitroots/vignettes
punitroots/vignettes/AbadirMagnus.sty
punitroots/vignettes/panelUnitRootWithR.bib
punitroots/vignettes/panelUnitRootWithR.Rnw
punitroots/DESCRIPTION
punitroots/man
punitroots/man/Pesaran.Rd punitroots/man/Simes.Rd punitroots/man/spsm.Rd punitroots/man/Hartung.Rd punitroots/man/OECDcpi.Rd punitroots/man/pCADFtest.Rd punitroots/man/PWT.Rd punitroots/man/phadri.Rd punitroots/man/pfisher.Rd punitroots/man/OECDrealex.Rd punitroots/man/G7.Rd punitroots/man/Earnings.Rd punitroots/man/OECDgdp.Rd

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