pdR (1.5)

Threshold Model and Unit Root Tests in Panel Data.


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

Maintainer: Ho Tsung-wu
Author(s): Ho Tsung-wu

License: GPL (>= 2)

Uses: boot, car, coefplot, lmtest, papeR, plm, sandwich

Released about 3 years ago.