lookupCVtable

Function for looking up tabulated critical values and associated p-values,Hylleberg et. al (1990, Table 1a and Table 1b).

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

lookupCVtable function

<dl> <dt>code</dt>
<dd>Type of HEGY model, this will be automatically identified.</dd></dl>

Arguments

Ho Tsung-wu &lt;tsungwu@ntnu.edu.tw&gt;, modifed from Javier Lopez-de-Lacalle

Author

Function for looking up tabulated critical values and associated p-values of HEGY test. — lookupCVtable

<dl>

 <dt>code</dt>
<dd>Type of HEGY model, this will be automatically identified.</dd>

</dl>

lookupCVtable: Function for looking up tabulated critical values and associated p-values of HEGY test.

Description

Usage

Value

Arguments

Author

References