invest

investment data of 565 listed companies, 1973-1987, from Hansen's example

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

invest function

A pooled data frame<dl>
 <dt><code>invest[,1]</code></dt>
<dd>investment/assets</dd> <dt><code>invest[,2]</code></dt>
<dd>Tobin's Q</dd> <dt><code>invest[,3]</code></dt>
<dd>cash-flow/assets</dd> <dt><code>invest[,4]</code></dt>
<dd>debt/assets</dd> 
 
</dl>

Format

investment data of 565 listed companies, 1973-1987 — invest

A pooled data frame<dl>
 <dt><code>invest[,1]</code></dt>
<dd>investment/assets</dd>

 <dt><code>invest[,2]</code></dt>
<dd>Tobin's Q</dd>

 <dt><code>invest[,3]</code></dt>
<dd>cash-flow/assets</dd>

 <dt><code>invest[,4]</code></dt>
<dd>debt/assets</dd>

 
 
</dl>

invest: investment data of 565 listed companies, 1973-1987

Description

Usage

Arguments

Format

Details

Examples