pdR (version 1.9.1)

Threshold Model and Unit Root Tests in Cross-Section and Time Series Data

Description

Threshold model, panel version of Hylleberg et al. (1990) seasonal unit root tests, and panel unit root test of Chang (2002) .

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Install

install.packages('pdR')

Monthly Downloads

521

Version

1.9.1

License

GPL (>= 2)

Maintainer

Last Published

August 21st, 2023

Functions in pdR (1.9.1)