punitroots: Unit Roots in Panels of Time Series
Version 0.0-2

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

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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
Package repositoryView on R-Forge
InstallationInstall the latest version of this package by entering the following in R:
install.packages("punitroots", repos="http://R-Forge.R-project.org")

Man pages

Earnings: Time Series of Individual Earnings
G7: Real Exchange Rates for the G7 Countries
Hartung: Hartung's combination test for dependent p-values
OECDcpi: Inflation in OECD Countries
OECDgdp: OECD statistics on GDP, unemployment rates, and industrial...
OECDrealex: OECD Real Exchange Rates
pCADFtest: Panel Covariate-Augmented Dickey Fuller (CADF) test for unit...
Pesaran: Pesaran's test for cross-correlation among panel units.
pfisher: Fisher-type Tests for Combining p-Values
phadri: Hadri's Panel Stationarity Test
PWT: Penn Word Tables
Simes: Simes' test for panel unit root
spsm: Sequential panel selection method

Functions

EarningsCLG Man page
EarningsHSD Man page
EarningsHSG Man page
G7 Man page
Hartung Man page Source code
OECDcpi Man page
OECDgdp Man page
OECDprod Man page
OECDrealex Man page
OECDunemp Man page
PWT Man page
Pesaran Man page Source code
Simes Man page Source code
pCADFtest Man page Source code
pfisher Man page Source code
phadri Man page Source code
print.pCADFtestsummary Source code
spsm Man page Source code
summary.pCADFtest Source code

Files

data
data/OECDcpi.rda
data/EarningsCLG.rda
data/OECDgdp.rda
data/PWT.rda
data/OECDprod.rda
data/G7.rda
data/EarningsHSG.rda
data/OECDunemp.rda
data/EarningsHSD.rda
data/OECDrealex.rda
R
R/Hartung.R
R/pfisher.R
R/pCADFtest.R
R/spsm.R
R/Pesaran.R
R/Simes.R
R/summary.pCADFtest.R
R/phadri.R
R/print.pCADFtestsummary.R
NAMESPACE
inst
inst/CITATION
inst/doc
inst/doc/panelUnitRootWithR.Rnw
inst/doc/panelUnitRootWithR.pdf
vignettes
vignettes/AbadirMagnus.sty
vignettes/panelUnitRootWithR.bib
vignettes/panelUnitRootWithR.Rnw
DESCRIPTION
man
man/Pesaran.Rd
man/Simes.Rd
man/spsm.Rd
man/Hartung.Rd
man/OECDcpi.Rd
man/pCADFtest.Rd
man/PWT.Rd
man/phadri.Rd
man/pfisher.Rd
man/OECDrealex.Rd
man/G7.Rd
man/Earnings.Rd
man/OECDgdp.Rd
punitroots documentation built on May 21, 2017, 1:06 a.m.