similar to: "Panel Data Unit Root tests"

Hi, The question is as follows: has anyone coded panel data unit root tests with R? Even the "first generation" tests (see e.g. Levin & Lin 1993; Pesaran, & Smith & Im 1996; Maddala & Wu 1999) would be sufficient for my needs. To my understanding, these are rather easy to code, but as I have taken just my first steps in coding with R, existing code would save me

Whether can any R package run Full modified OLS (Phillips and Hansen 1990 ), DOLS (Stock and Watson 1993) and ADL model (Pesaran and Shin 2001) for cointegrated VAR model? I cannot find any useful order in VAR and SVAR package. Thanks. Eric Wang [[alternative HTML version deleted]]

Dear all, Does anyone know where there is R or S code for the CUSUM SQUARED structural breaks approach? (Brown, Durban and Evans, 1975 - used in Pesaran and Timmerman, 2002) The problem is that the breaks package only appears to offer the standard 'unsquared' CUSUM, even though it appears most think it is inferior to the squared version. It might appear to be a relatively simple

I had found the author's (Wolfgang Viechtbauer) earlier meta-analytic code in R, MiMa, useful. so I have been exploring metafor using an example dataset from MiMa. metafor provides a lot more. However, MiMa provided parameter estimates, standard errors, z values, etc. for individual moderators in the meta-analysis, but I don't see how to obtain these from metafor. Have you any help

Hello. Not an easy question at all, and it has little to do with software, alas! Veeeeeery loosely speaking: if the homogeneity hypothesis is rejected, then, depending on data availability, you may still be able to treat the data like a panel by: a) ignoring the results of the poolability test b) allowing the coefficients to vary. Of course, a) requires some courage while b) requires more

Does anyone know how to read SPSS .por (ie Portable) files? The foreign package only deals with SPSS .sav files and not with those with a "por" extension. Thanks, José Mr José Luis Iparraguirre D'Elia Senior Research Economist Economic Research Institute of Northern Ireland Floral Buildings 2 - 14 East Bridge Street Belfast BT1 3NQ Northern Ireland United Kingdom

Dear R users, Consider the first two columns of a data frame like this: > z[,1:2] x y 1 1 1 2 2 2 3 3 3 4 1 4 Imagine that y represents the times that the value x happens in a population. But z is not exactly a frequency table, because in z we have x=1 twice. So, the x=1 in the first line and the x=1 in the fourth are not the same, differing according to a third variable in

Dear all, Does anyone know if the PLM package (to run Panel Data Analysis) accepts quarterly data? The package vignette and documentation only use annual data -and the only time index available seems to work for years. José Mr José Luis Iparraguirre Senior Research Economist Economic Research Institute of Northern Ireland 2 -14 East Bridge Street Belfast BT1 3NQ Northern

Dear all, Say I have the following dataset: > DF x y z [1] 1 1 1 [2] 2 2 2 [3] 3 3 NA [4] 4 NA 4 [5] NA 5 5 And I want to omit all the rows which have NA, but only in columns X and Y, so that I get: x y z 1 1 1 2 2 2 3 3 NA If I use na.omit(DF), I would delete the row for which z=NA, obtaining thus x y z 1 1 1 2 2 2

Hi, I have a question to ask. if in a linear regression model, the independent variables are not statistically significant, is it necessary to test these variables in a non-linear model? Since most of non-linear form of a variable can be represented to a linear combination using Taylor's theorem, so I wonder whether the non-linear form is also not statistically significant in such a

Hi, Attached is a patch to 1.2.1pre18 that includes a number of portability changes, and more a more complete HPUX10.20 implementation. Thanks to Ben Taylor's utmpx patch, utmpx and wtmpx support are now in for HP, with a few caveats. It compiles cleanly on HPUX10.20 with gcc, cleanly on Linux, and with a few minor warnings on Solaris 2.6. Most compat changes are made via autoconf which

Hi everybody, I have been interfacing some C++ library code into an R package but ran into optimization issues specific to memory management that require some insight into the GC. One of the C++ libraries returns simple vectors of integers, doubles and complex which are allocated and managed from the library itself. I cannot know the length of the array beforehand, so I cannot pre-allocate that

hi, Where i can download tomcat in rpm format (latest version) ? Thanks

I must use Windows for Streaming. and the interface must be an port or something else, because the software interface runs on a dedicated server. ----- Original Message ----- From: "Ricardo Galli" <gallir@uib.es> To: <icecast-dev@xiph.org> Sent: Wednesday, February 25, 2004 10:10 AM Subject: Re: [icecast-dev] I need a Freelance Coder... <p>> On Wednesday 25 February

Two openldap overlays that may be of interest to others. In the first, I've hacked up Howard Chu's smbk5pwd openldap overlay to include the automatic addition of sambaNTPassword, sambaLMPassword, and sambaPwdLastSet attributes to any sambaSamAccount entries that are being ADDED to the directory. WARNING: This overlay is ONLY useful with cleartext passwords. In the second, I've

Thanks to Buchan Milne, I'm looking into the Active Directory Password Cache overlay for OpenLDAP, which seems to offer more or less what I'm trying to do. Is anyone here experienced with it? Is this the right place to ask or is there an openLDAP overlays list? I understand this description of ADPC: Active Directory Password Cache =============================== Active

2013/2/27 Jos? Luis Artuch <artuch at speedy.com.ar> > The stream in ogg is never present or is not present only when the mp3 > stream is down ?. > No if a browser does not support mp3 it will jump to the ogg source, same the other way. you use the same for H264/webm fallback > Are you using Icecast2 ? ... In http://www.radiogalere.org:8080 I can > not see mountpoints :(

-----BEGIN PGP SIGNED MESSAGE----- Hash: SHA1 Huh, why not just use ices with a perl song choser module ? This eliminates the need to develop the libshout based streamer (use ices instead) and give ices the title from your module, ices will take care of the rest. Or I am wrong ? :) On Wed, 25 Feb 2004, Renaud Waldura wrote: > For what's it's worth, I do something similar to this

Hello I can't figure out how to handle errors in R. I have a loop, e.g. for (i in 2:n) { . fit <- nls(model), start=list if any type of error occur write i to a text file . } I putted ?try? around the nls-expression and this let me run through the loop without R stopping (which I want because each loop takes some time so I do not want it to stop), but I also want to capture the

Sorry for the contents not relating to R. Assume there are N i.i.d zero-mean complex gaussian random variables(RVs),as w(i),0<=i<N} with known variance,from which one can generate another N RVs,as R(0)=sum over i {w(i)*w'(i)} R(1)=sum over i {w(i+1)*w'(i)} ... up to R(N-1)= w(N-1)w'(i) where w'(i) is the complex conjugate of w(i). (from viewpoint of signal