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.
- Version1.0.4
- R version≥ 3.5.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?Yes
- bootUR citation info
- Last release05/20/2024
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Stephan Smeekes
Ines Wilms
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