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

tr function

This function is a sub-routine for model(), calculating trace of matrix
<dl>
 <dt>y</dt>
<dd>data vector.</dd> <dt>tt</dt>
<dd>time period length.</dd> 
 <dt>n</dt>
<dd>number of cross-section units.</dd> 
</dl>

Arguments

A sub-routine calculating trace — tr

This function is a sub-routine for model(), calculating trace of matrix
<dl>
 <dt>y</dt>
<dd>data vector.</dd>

 <dt>tt</dt>
<dd>time period length.</dd>

 
 <dt>n</dt>
<dd>number of cross-section units.</dd>

 
</dl>

tr: A sub-routine calculating trace

Description

Usage

Arguments

References