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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install.packages("pdR")

1.9.5 by Ho Tsung-wu, 3 days ago


Browse source code at https://github.com/cran/pdR


Authors: Ho Tsung-wu [aut, cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports plm, pglm

Suggests lme4, glmmTMB, timeSeries, uroot


See at CRAN