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

Documentation for package ‘pdR’ version 1.9.4

pdR-package	Panel Data Regression: Threshold Model and Unit Root Tests
bank_income	Panel data of bank,2001Q1~2010Q1
cigaretts	Cigaretts consumption of US states
crime	Annual crime dataset of US counties
dur_john	The cross-country growth data in Durlauf and Johnson(1995)
htest_pglm	Specification test for panel glm models
IGF	Unit root test based on Change(2002)
inf19	Monthly inflation time series of 19 countries
inf_M	Monthly inflation time series of 20 countries
inf_Q	Quarterly inflation time series of 20 countries
invest	investment data of 565 listed companies, 1973-1987
ipsHEGY	IPS-HEGY seasonal unit root test in panel data, Otero et al.(2007).
lagSelect	Select the optimal number of lags, given criteria
model	Estimate specified panel threshold model
pdR	Panel Data Regression: Threshold Model and Unit Root Tests
pIGF	Panel unit root test of Chang(2002)
productivity	Productivity data of 48 US state,1970-1986
ptm	Threshold specification of panel data
r_est	A subroutine for model()
ship	Panel data on the number of ship accidents
SMPLSplit_est	Estimation of sub-sampled data
SMPLSplit_example	Example code for sample splitting
SMPLSplit_het	Testing for sample splitting
sse_calc	a subroutine of model()
tbar	Compute the resursive mean
thr_sse	a subroutine calculating SSE
tr	A sub-routine calculating trace