sse_calc

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

sse_calc function

This function is a sub-routine for model(), calculating SSE of each regression
<dl>
 <dt>y</dt>
<dd>vector of dependent variable.</dd> <dt>x</dt>
<dd>matrix of independent variables.</dd></dl>

Arguments

a subroutine of model() — sse_calc

This function is a sub-routine for model(), calculating SSE of each regression
<dl>
 <dt>y</dt>
<dd>vector of dependent variable.</dd>

 <dt>x</dt>
<dd>matrix of independent variables.</dd>

</dl>

sse_calc: a subroutine of model()

Description

Usage

Arguments

References