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bootUR
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]
[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:
Other packages that cited bootUR R package
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Other R packages that bootUR depends,
imports, suggests or enhances
Functions, R codes and Examples using
the bootUR R package
Some associated functions: MacroTS . adf . boot_adf . boot_fdr . boot_panel . boot_sqt . boot_union . boot_ur . check_inputs . check_missing_insample_values . diff_mult . do_tests_and_bootstrap . find_nonmissing_subsample . order_integration . plot_missing_values . plot_order_integration . print.bootUR . print.mult_htest .
Some associated R codes: MacroTS.R . RcppExports.R . RtoC.R . adftest.R . auxiliary.R . bootURtests.R . order_of_integration.R . Full bootUR package functions and examples
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