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 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: 0.5.0
Depends: R (≥ 3.5.0)
Imports: Rcpp, stats, urca, RcppParallel, parallelly
LinkingTo: Rcpp, RcppArmadillo, RcppParallel, RcppThread
Suggests: knitr, rmarkdown, testthat, ggplot2
Published: 2022-07-11
Author: Stephan Smeekes ORCID iD [cre, aut], Ines Wilms [aut]
Maintainer: Stephan Smeekes <s.smeekes at maastrichtuniversity.nl>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://github.com/smeekes/bootUR
NeedsCompilation: yes
SystemRequirements: GNU make
Materials: README NEWS
In views: TimeSeries
CRAN checks: bootUR results

Documentation:

Reference manual: bootUR.pdf
Vignettes: Introduction to bootUR

Downloads:

Package source: bootUR_0.5.0.tar.gz
Windows binaries: r-devel: bootUR_0.5.0.zip, r-release: bootUR_0.5.0.zip, r-oldrel: bootUR_0.5.0.zip
macOS binaries: r-release (arm64): bootUR_0.5.0.tgz, r-oldrel (arm64): bootUR_0.5.0.tgz, r-release (x86_64): bootUR_0.5.0.tgz, r-oldrel (x86_64): bootUR_0.5.0.tgz
Old sources: bootUR archive

Linking:

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