exuber
Econometric Analysis of Explosive Time Series
Testing for and dating periods of explosive dynamics (exuberance) in time series using the univariate and panel recursive unit root tests proposed by Phillips et al. (2015) doi:10.1111/iere.12132 and Pavlidis et al. (2016) doi:10.1007/s11146-015-9531-2.The recursive least-squares algorithm utilizes the matrix inversion lemma to avoid matrix inversion which results in significant speed improvements. Simulation of a variety of periodically-collapsing bubble processes. Details can be found in Vasilopoulos et al. (2022) doi:10.18637/jss.v103.i10.
- Version1.0.2
- R versionunknown
- LicenseGPL-3
- Needs compilation?Yes
- Languageen-US
- exuber citation info
- Last release03/22/2023
Documentation
Team
Kostas Vasilopoulos
Efthymios Pavlidis
Show author detailsRolesAuthorEnrique Martínez-García
Show author detailsRolesAuthorSimon Spavound
Show author detailsRolesAuthor
Insights
Last 30 days
This package has been downloaded 397 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 11 times.
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Last 365 days
This package has been downloaded 5,287 times in the last 365 days. Impressive! The kind of number that makes colleagues ask, 'How did you do it?' The day with the most downloads was Apr 24, 2024 with 59 downloads.
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Dependencies
- Imports15 packages
- Suggests11 packages
- Linking To2 packages