Bootstrap Unit Root Tests

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) , Palm, Smeekes and Urbain (2011) , Moon and Perron (2012) , Smeekes and Taylor (2012) and Smeekes (2015) for key references.


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Reference manual

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install.packages("bootUR")

0.2.0 by Stephan Smeekes, 3 months ago


https://github.com/smeekes/bootUR


Browse source code at https://github.com/cran/bootUR


Authors: Stephan Smeekes [cre, aut] , Ines Wilms [aut]


Documentation:   PDF Manual  


Task views: Time Series Analysis


GPL (>= 2) license


Imports Rcpp, stats

Suggests knitr, rmarkdown, testthat, ggplot2

Linking to Rcpp, RcppArmadillo, RcppProgress


See at CRAN