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 |