punitroots: Unit Roots in Panels of Time Series

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

Author
Christian Kleiber [aut, cre], Claudio Lupi [aut]
Date of publication
2012-10-20 13:25:44
Maintainer
Christian Kleiber <Christian.Kleiber@unibas.ch>
License
GPL-2
Version
0.0-2

View on R-Forge

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

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