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

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

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