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.">

bootUR: Bootstrap Unit Root Tests (original) (raw)

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 ORCID iD [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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