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exuber  

Econometric Analysis of Explosive Time Series
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("exuber", "1.1.0")



Attach the package and use:
library("exuber")
Maintained by
Kostas Vasilopoulos
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2018-06-17
Latest Update: 2025-09-03
Description:
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) and Pavlidis et al. (2016) .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) .
How to cite:
Kostas Vasilopoulos (2018). exuber: Econometric Analysis of Explosive Time Series. R package version 1.1.0, https://cran.r-project.org/web/packages/exuber. Accessed 05 Mar. 2026.
Previous versions and publish date:
0.1.0 (2018-06-17 16:07), 0.2.0 (2019-02-04 13:03), 0.2.1 (2019-03-01 22:40), 0.3.0 (2019-07-15 11:40), 0.4.0 (2020-05-04 19:10), 0.4.1 (2020-05-12 19:00), 0.4.2 (2020-12-18 08:30), 1.0.0 (2022-08-19 15:50), 1.0.1 (2023-02-12 22:42), 1.0.2 (2023-03-23 00:10)
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