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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.
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Package details |
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| Author | Stephan Smeekes [cre, aut] (<https://orcid.org/0000-0002-0157-639X>), Ines Wilms [aut] |
| Maintainer | Stephan Smeekes <s.smeekes@maastrichtuniversity.nl> |
| License | GPL (>= 2) |
| Version | 1.0.2 |
| URL | https://github.com/smeekes/bootUR |
| Package repository | View on CRAN |
| Installation |
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