pdR

MaRDI QIDQ30591swMATHCRANFDO

Authors Ho Tsung-Wu

Last update 21 August 2023

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 1.8, 1.1, 1.2, 1.3, 1.4, 1.5, 1.6, 1.7, 1.9.1

Official website https://cran.r-project.org/web/packages/pdR/index.html

Source code repository https://github.com/cran/pdR

Description

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>.

Cites work

• Nonlinear IV unit root tests in panels with cross-sectional dependency
• Seasonal integration and cointegration

Cited in

(6)

• mleur
• PANICr
• uroot
• fUnitRoots
• bootUR
• Entropy inference in smooth transition kink regression

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