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pdR (version 1.9.4)

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

Description

Threshold model, panel version of Hylleberg et al. (1990) seasonal unit root tests, and panel unit root test of Chang (2002) .

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Version

Install

install.packages('pdR')

Monthly Downloads

647

Version

1.9.4

License

GPL (>= 2)

Maintainer

Ho Tsung-wu

Last Published

August 19th, 2025

Functions in pdR (1.9.4)

sse_calc

a subroutine of model()
tbar

Compute the resursive mean
tr

A sub-routine calculating trace
pdR-package

Panel Data Regression: Threshold Model and Unit Root Tests
pIGF

Panel unit root test of Chang(2002)
ipsHEGY

IPS-HEGY seasonal unit root test in panel data, Otero et al.(2007).
ship

Panel data on the number of ship accidents
r_est

A subroutine for model()
invest

investment data of 565 listed companies, 1973-1987
htest_pglm

Specification test for panel glm models
SMPLSplit_est

Estimation of sub-sampled data
crime

Annual crime dataset of US counties
dur_john

The cross-country growth data in Durlauf and Johnson(1995)
IGF

Unit root test based on Change(2002)
SMPLSplit_example

Example code for sample splitting
SMPLSplit_het

Testing for sample splitting
cigaretts

Cigaretts consumption of US states
bank_income

Panel data of bank,2001Q1~2010Q1
inf19

Monthly inflation time series of 19 countries
ptm

Threshold specification of panel data
inf_Q

Quarterly inflation time series of 20 countries
inf_M

Monthly inflation time series of 20 countries
model

Estimate specified panel threshold model
lagSelect

Select the optimal number of lags, given criteria
productivity

Productivity data of 48 US state,1970-1986
thr_sse

a subroutine calculating SSE