SMPLSplit_het

A function for testing sample split given subsampled data.

Threshold model, panel version of Hylleberg et al. (1990) <DOI:10.1016/0304-4076(90)90080-D> seasonal unit root tests, and panel unit root test of Chang (2002) <DOI:10.1016/S0304-4076(02)00095-7>.

Ho Tsung-wu

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

SMPLSplit_het function

<dl> <dt>data</dt>
<dd>the data in either data.frame or matrix</dd>
 <dt>dep</dt>
<dd>the name of dependent variable.</dd> <dt>indep</dt>
<dd>the name(s) of independent variable(s).</dd>
 <dt>th</dt>
<dd></dd>the name of threshold variable. <dt>trim_per</dt>
<dd>trimmed percentage.</dd> <dt>rep</dt>
<dd>number of bootstrap repetition.</dd> <dt>plot</dt>
<dd>=1, plot; =0, do not plot.</dd>
</dl>

Arguments

A function for testing sample split given subsampled data.

Testing for sample splitting — SMPLSplit_het

<dl>

 <dt>data</dt>
<dd>the data in either data.frame or matrix</dd>


 <dt>dep</dt>
<dd>the name of dependent variable.</dd>

 <dt>indep</dt>
<dd>the name(s) of independent variable(s).</dd>


 <dt>th</dt>
<dd>

the name of threshold variable.</dd>

 <dt>trim_per</dt>
<dd>trimmed percentage.</dd>

 <dt>rep</dt>
<dd>number of bootstrap repetition.</dd>

 <dt>plot</dt>
<dd>=1, plot; =0, do not plot.</dd>


</dl>

SMPLSplit_het: Testing for sample splitting

Description

Usage

Value

Arguments

Details

References