R: Threshold Model and Unit Root Tests in Cross-Section and Time Series Data

# Threshold Model and Unit Root Tests in Cross-Section and Time Series Data

## Documentation for package ‘pdR’ version 1.9.4

- DESCRIPTION file

## Help Pages

pdR-package | Panel Data Regression: Threshold Model and Unit Root Tests
bank_income | Panel data of bank,2001Q1~2010Q1
cigaretts | Cigaretts consumption of US states
crime | Annual crime dataset of US counties
dur_john | The cross-country growth data in Durlauf and Johnson(1995)
htest_pglm | Specification test for panel glm models
IGF | Unit root test based on Change(2002)
inf19 | Monthly inflation time series of 19 countries
inf_M | Monthly inflation time series of 20 countries
inf_Q | Quarterly inflation time series of 20 countries
invest | investment data of 565 listed companies, 1973-1987
ipsHEGY | IPS-HEGY seasonal unit root test in panel data, Otero et al.(2007).
lagSelect | Select the optimal number of lags, given criteria
model | Estimate specified panel threshold model
pdR | Panel Data Regression: Threshold Model and Unit Root Tests
pIGF | Panel unit root test of Chang(2002)
productivity | Productivity data of 48 US state,1970-1986
ptm | Threshold specification of panel data
r_est | A subroutine for model()
ship | Panel data on the number of ship accidents
SMPLSplit_est | Estimation of sub-sampled data
SMPLSplit_example | Example code for sample splitting
SMPLSplit_het | Testing for sample splitting
sse_calc | a subroutine of model()
tbar | Compute the resursive mean
thr_sse | a subroutine calculating SSE
tr | A sub-routine calculating trace