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

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


Reference manual

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1.7 by Ho Tsung-wu, a year ago

Browse source code at

Authors: Ho Tsung-wu

Documentation:   PDF Manual  

Task views: Econometrics

GPL (>= 2) license

Imports boot, car, coefplot, lmtest, sandwich, papeR

Depends on plm, tcltk

See at CRAN