MCMCpanic04             PANIC (2004) Power Test
MCMCpanic10             MCMC PANIC (2010) Power Test
NIPAagg1                NIPA Aggregate Level 1
NIPAagg2                NIPA Aggregate Level 2
NIPAagg3                NIPA Aggregate Level 3
adf                     ADF test for PANIC (2010)
adf04                   ADF test for PANIC (2004)
adfc2                   ADF critical values for PANIC (2004) demeaned
                        data
adfnc                   ADF test critical values for PANIC (2004)
                        idiosyncratic test
adfp                    Generalized Least Squares Modified
                        Dickey-Fuller t test
coint0                  Cointegration test critical values for PANIC
                        (2004)
getnfac                 Determining The Number of Factors In
                        Approximate Factor Model
glsd                    General Least Squares Detrending
lagn                    Create lags for matrix
lm1                     KPSS test critical values for PANIC (2004)
                        idiosyncratic test
minindc                 Create an Index of lowest values of each column
                        for a matrix
mydiff                  Difference a matrix
myols                   Beta Coefficients for standard OLS
nuisance                Estimate the nuisance parameters of the error
                        term
nw                      Bandwidth selection
panic04                 PANIC (2004) Non-Stationarity Tests on Common
                        and Idiosyncratic Components
panic10                 PANIC (2010)
pc                      Principle Component Analysis for PANIC (2004)
pool                    Pooling Function for PANIC (2010)
poolcoint               Pooling Function for Cointegration test PANIC
                        (2004)
s2ar                    Finding optimal lag for dfgls test
trimr                   Trim dataset
