bootUR
swMATH34063CRANbootURMaRDI QIDQ45772FDOQ45772
Bootstrap Unit Root Tests
Last update: 26 January 2024
Copyright license: GNU General Public License, version 3.0, GNU General Public License, version 2.0
Software version identifier: 0.5.0, 1.0.0, 1.0.2, 0.1.0, 0.2.0, 0.3.0, 0.4.1, 0.4.2, 1.0.3
Source code repository: https://github.com/cran/bootUR
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 Smeekes and Wilms (2023) <doi:10.18637/jss.v106.i12>, 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.
- Bootstrap Unit-Root Tests: Comparison and Extensions
- Cross-sectional dependence robust block bootstrap panel unit root tests
- Beyond panel unit root tests: Using multiple testing to determine the nonstationarity properties of individual series in a panel
- BOOTSTRAP UNION TESTS FOR UNIT ROOTS IN THE PRESENCE OF NONSTATIONARY VOLATILITY
- Bootstrap Sequential Tests to Determine the Order of Integration of Individual Units in A Time Series Panel
- bootUR: An R Package for Bootstrap Unit Root Tests
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