bootUR: Bootstrap Unit Root Tests
Set of functions to perform various bootstrap unit root tests for both individual time series
(including augmented Dickey-Fuller test and union tests), multiple time series and panel data; see
Smeekes and Wilms (2023) <doi:10.18637/jss.v106.i12>,
Palm, Smeekes and Urbain (2008) <doi:10.1111/j.1467-9892.2007.00565.x>,
Palm, Smeekes and Urbain (2011) <doi:10.1016/j.jeconom.2010.11.010>,
Moon and Perron (2012) <doi:10.1016/j.jeconom.2012.01.008>,
Smeekes and Taylor (2012) <doi:10.1017/S0266466611000387> and
Smeekes (2015) <doi:10.1111/jtsa.12110> for key references.
| Version: |
1.0.4 |
| Depends: |
R (≥ 3.5.0) |
| Imports: |
Rcpp, stats, urca, RcppParallel, parallelly |
| LinkingTo: |
Rcpp, RcppArmadillo, RcppParallel, RcppThread |
| Suggests: |
knitr, rmarkdown, testthat, ggplot2 |
| Published: |
2024-05-20 |
| DOI: |
10.32614/CRAN.package.bootUR |
| Author: |
Stephan Smeekes 
[cre, aut],
Ines Wilms [aut] |
| Maintainer: |
Stephan Smeekes <s.smeekes at maastrichtuniversity.nl> |
| BugReports: |
https://github.com/smeekes/bootUR/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://github.com/smeekes/bootUR,
https://smeekes.github.io/bootUR/ |
| NeedsCompilation: |
yes |
| SystemRequirements: |
GNU make |
| Citation: |
bootUR citation info |
| Materials: |
README NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
bootUR results |
Documentation:
Downloads:
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