HEGY.test               Seasonal unit root test based on Hylleberg et
                        al. (1990)
IGF                     Unit root test based on Change(2002)
SeasComponent           Generate a data matrix of seasonal components
contts                  Function for extracting components from a lm
                        object
hegy.reg                Generate the HEGY regressors.
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
interpolpval            Extracting critical value and p-value from
                        Table 1 of Hylleberg et. al (1990)
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
lookupCVtable           Function for looking up tabulated critical
                        values and associated p-values of HEGY test.
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
ptm                     Threshold Specification of panel data
r_est                   A subroutine for model()
ret                     Returns a data.frame of sequential lag matrix.
selPabic                Selection of lags.
selPsignf               Selection of lags.
sse_calc                a subroutine of model()
tbar                    Compute the resursive mean
thr_sse                 a subroutine calculating SSE
tr                      A sub-routine calculating trace
