IGF                     Unit root test based on Change(2002)
SMPLSplit_est           Estimation of sub-sampled data
SMPLSplit_example       Example code for sample splitting
SMPLSplit_het           Testing for sample splitting
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
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
pIGF                    Panel unit root test of Chang(2002)
pdR-package             Panel Data Regression: Threshold Model and Unit
                        Root Tests
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
sse_calc                a subroutine of model()
tbar                    Compute the resursive mean
thr_sse                 a subroutine calculating SSE
tr                      A sub-routine calculating trace
