Package: PANICr
Title: PANIC Tests of Nonstationarity
Description: This package contains a methodology that makes use of the factor
    structure of large dimensional panels to understand the nature of
    nonstationarity inherent in data. This is referred to as PANIC - Panel
    Analysis of Nonstationarity in Idiosyncratic and Common Components. PANIC
    (2004) includes valid pooling methods that allow panel unit root tests
    tests to be constructed. PANIC (2004) can detect whether the
    nonstationarity in a series is pervasive, or variable specific, or both.
    PANIC (2010) includes the Panel Modified Sargan-Bhargava test, three models
    for a Moon and Perron style test, and a bias correction for the
    idiosyncratic unit root test of PANIC (2004). The PANIC model approximates
    the number of factors based on Bai and Ng (2002).
Depends: R(>= 2.10.0)
Version: 0.0.0.5
License: GPL-3
LazyData: no
Author: Steve Bronder <sbronder@stevebronder.com>
Maintainer: Steve Bronder <sbronder@stevebronder.com>
URL: stevebronder.com
Suggests: knitr
VignetteBuilder: knitr
Imports: MCMCpack
Packaged: 2015-02-05 20:10:42 UTC; steve
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-02-06 00:26:23
Built: R 3.1.2; ; 2015-02-06 13:29:02 UTC; unix
