CADFtest (Q37252)

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A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests
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CADFtest
A Package to Perform Covariate Augmented Dickey-Fuller Unit Root Tests

    Statements

    instance of
    R package
    0 references
    last update
    2 June 2017
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    software version identifier
    0.3-3
    publication date
    2 June 2017
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    author
    Claudio Lupi
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    programmed in
    R
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    depends on software
    dynlm
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    sandwich
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    tseries
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    urca
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    Identifiers

    swMATH work ID
    25514
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    CRAN project
    CADFtest
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