Panel Data Regression: Threshold Model and Unit Root Tests

Documentation for package ‘pdR’ version 1.3

pdR-package	Panel Data Regression: Threshold Model and Unit Root Tests
contts	Function for extracting components from a lm object
hegy.reg	Generate the HEGY regressors.
HEGY.test	Seasonal unit root test based on Hylleberg et al. (1990)
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
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
pdR	Panel Data Regression: Threshold Model and Unit Root Tests
pIGF	Panel unit root test of Chang(2002)
ptm	Threshold Specification of panel data
ret	Returns a data.frame of sequential lag matrix.
r_est	A subroutine for model()
SeasComponent	Generate a data matrix of seasonal components
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