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) .


News

Reference manual

It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.

install.packages("pdR")

1.7 by Ho Tsung-wu, 17 days ago


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


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