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 |
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