[cre, aut],
Ines Wilms [aut]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 Palm, Smeekes and Urbain (2008) <doi:10.1111/j.1467-9892.2007.00565.x>, Palm, Smeekes and Urbain (2011) <doi:10.1016/j.jeconom.2010.11.010>, Moon and Perron (2012) <doi:10.1016/j.jeconom.2012.01.008>, Smeekes and Taylor (2012) <doi:10.1017/S0266466611000387> and Smeekes (2015) <doi:10.1111/jtsa.12110> for key references.
| Version: | 0.2.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp, stats |
| LinkingTo: | Rcpp, RcppArmadillo, RcppProgress |
| Suggests: | knitr, rmarkdown, testthat, ggplot2 |
| Published: | 2020-07-24 |
| Author: | Stephan Smeekes
[cre, aut],
Ines Wilms [aut] |
| Maintainer: | Stephan Smeekes <s.smeekes at maastrichtuniversity.nl> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/smeekes/bootUR |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | bootUR results |
| Reference manual: | bootUR.pdf |
| Vignettes: |
Introduction to bootUR |
| Package source: | bootUR_0.2.0.tar.gz |
| Windows binaries: | r-devel: bootUR_0.2.0.zip, r-release: bootUR_0.2.0.zip, r-oldrel: bootUR_0.2.0.zip |
| macOS binaries: | r-release: bootUR_0.2.0.tgz, r-oldrel: bootUR_0.2.0.tgz |
| Old sources: | bootUR archive |
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