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bootUR  

Bootstrap Unit Root Tests
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("bootUR", "1.0.3")



Attach the package and use:
library("bootUR")
Maintained by
Stephan Smeekes
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-06-25
Latest Update: 2024-01-26
Description:
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) , Palm, Smeekes and Urbain (2008) , Palm, Smeekes and Urbain (2011) , Moon and Perron (2012) , Smeekes and Taylor (2012) and Smeekes (2015) for key references.
How to cite:
Stephan Smeekes (2020). bootUR: Bootstrap Unit Root Tests. R package version 1.0.3, https://cran.r-project.org/web/packages/bootUR
Previous versions and publish date:
0.1.0 (2020-06-25 16:40), 0.2.0 (2020-07-24 16:20), 0.3.0 (2021-09-29 13:30), 0.4.1 (2021-11-06 15:50), 0.4.2 (2021-11-25 12:00), 0.5.0 (2022-07-11 17:30), 1.0.0 (2023-05-08 10:40), 1.0.2 (2023-05-18 11:20)
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