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xtrec
View on CRAN: Click
here
Download and install xtrec package within the R console
Install from CRAN:
install.packages("xtrec")
Install from Github:
library("remotes")
install_github("cran/xtrec") Install by package version:
library("remotes")
install_version("xtrec", "1.0.0") Attach the package and use:
library("xtrec")
Maintained by
Muhammad Alkhalaf
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[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-29
Latest Update: 2026-03-29
Description:
Implements the recursively detrended panel unit root tests proposed by Westerlund (2015) <doi:10.1016/j.jeconom.2014.09.013>. Two variants are provided: the basic t-REC test assuming iid errors, and the robust t-RREC test that accounts for serial correlation, cross-sectional dependence, and heteroskedasticity via defactoring and BIC-selected lag augmentation. Both tests have a standard normal null distribution requiring no mean or variance correction. The panel must be strongly balanced.
How to cite:
Muhammad Alkhalaf (2026). xtrec: Panel Unit Root Test Based on Recursive Detrending. R package version 1.0.0, https://cran.r-project.org/web/packages/xtrec. Accessed 24 Oct. 2026.
Previous versions and publish date:
(2026-09-30 23:30), 1.0.0 (2026-03-29 17:20)
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