threshold regression and unit root test in panel data


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Documentation for package ‘pdR’ version 1.2

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pdR-package Panel Data Regression for threshold model and unit root tests
IGF Unit root test based on Change(2002)
inf19 Monthly inflation time series of 19 countries
invest investment data of 565 listed companies, 1973-1987
lagSelect Select the optimal number of lags, given criteria
model Estimate specified panel threshold model
pdR Panel Data Regression for threshold model and unit root tests
pIGF Panel unit root test of Chang(2002)
ptm Threshold Specification of panel data
r_est A subroutine for model()
sse_calc a subroutine of model()
tbar Compute the resursive mean
thr_sse a subroutine calculating SSE
tr A sub-routine calculating trace