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BayesPanelUR  

Bayesian Unit Root Test for Panel Data Models
View on CRAN: Click here


Download and install BayesPanelUR package within the R console
Install from CRAN:
install.packages("BayesPanelUR")

Install from Github:
library("remotes")
install_github("cran/BayesPanelUR")

Install by package version:
library("remotes")
install_version("BayesPanelUR", "0.1.0")



Attach the package and use:
library("BayesPanelUR")
Maintained by
Shikhar Tyagi
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-08-06
Latest Update: 2026-08-06
Description:
Implements the Bayesian unit root test for Panel Autoregressive (PAR) time series models developed by Kumar et al. (2016) <https://hdl.handle.net/10419/179393>. The package evaluates the unit root hypothesis (difference stationarity versus trend stationarity) in panel data using the Posterior Odds Ratio (POR). It accommodates PAR models with linear time trend as well as linear time trend with augmentation terms of arbitrary order. Full posterior probabilities, Bayes factors, and individual panel estimates are computed automatically.
How to cite:
Shikhar Tyagi (2026). BayesPanelUR: Bayesian Unit Root Test for Panel Data Models. R package version 0.1.0, https://cran.r-project.org/web/packages/BayesPanelUR. Accessed 04 Oct. 2026.
Previous versions and publish date:
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