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

Threshold model, panel version of Hylleberg et al. (1990) <doi:10.1016/0304-4076(90)90080-D> seasonal unit root tests, and panel unit root test of Chang (2002) <doi:10.1016/S0304-4076(02)00095-7>.

Version: 1.8
Depends: plm, tcltk
Imports: boot, car, coefplot, lmtest, sandwich, papeR
Published: 2022-06-06
Author: Ho Tsung-wu
Maintainer: Ho Tsung-wu <tsungwu at ntnu.edu.tw>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: Econometrics
CRAN checks: pdR results


Reference manual: pdR.pdf


Package source: pdR_1.8.tar.gz
Windows binaries: r-devel: pdR_1.8.zip, r-release: pdR_1.8.zip, r-oldrel: pdR_1.8.zip
macOS binaries: r-release (arm64): pdR_1.8.tgz, r-oldrel (arm64): pdR_1.8.tgz, r-release (x86_64): pdR_1.8.tgz, r-oldrel (x86_64): pdR_1.8.tgz
Old sources: pdR archive


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