urca

MaRDI QIDQ24176swMATHCRANFDO

Authors Bernhard Pfaff

Last update 27 May 2024

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier 1.3-3, PACKAGES.rds, 0.2-0, 0.2-1, 0.3-3, 0.3-7, 0.4-7, 0.5-3, 0.5-4, 0.5-5, 0.6-0, 0.6-1, 0.6-7, 0.6-9, 0.7-0, 0.7-5, 0.7-9, 0.8-1, 0.8-2, 0.8-3, 0.9-1, 0.9-2, 0.9-3, 0.9-5, 0.9-7, 0.9-9, 1.0-0, 1.0-1, 1.0-2, 1.0-3, 1.0-5, 1.0-8, 1.0-9, 1.1-2, 1.1-3, 1.1-5, 1.1-6, 1.1-7, 1.2-1, 1.2-2, 1.2-3, 1.2-4, 1.2-5, 1.2-6, 1.2-7, 1.2-8, 1.2-9, 1.3-0, 1.3-4

Official website http://cran.r-project.org/web/packages/urca/index.html

Source code repository https://github.com/cran/urca

Description

Unit root and cointegration tests encountered in applied econometric analysis are implemented.

Cited in

(64)

• erer
• iNZightTS
• ECTTDNN
• tsfeatures
• gb
• apt
• Optimal allocation of trend following strategies
• Linking Tukey's legacy to financial risk measurement
• lmtest
• MSBVAR
• forecast
• vars
• tseries
• mleur
• fArma
• gldex
• PANICr
• TSA
• tsDyn
• Data-driven portfolio management with quantile constraints
• gld
• seasonal
• Financial risk modelling and portfolio optimization with R
• FRAPO
• ctv
• timeSeries
• The elements of financial econometrics
• uroot
• pdR
• cccp
• gogarch
• rneos
• Financial risk modelling and portfolio optimization with R
• POET
• Analysis of integrated and cointegrated time series with R.
• Mean-univariate GARCH VaR portfolio optimization: actual portfolio approach
• Analysis of integrated and co-integrated time series with R
• fUnitRoots
• Mcomp
• dyn
• Clarify
• lmSupport
• mvnmle
• bootUR
• bda
• Developments in maximum likelihood unit root tests
• An efficient estimator of the parameters of the generalized lambda distribution
• A simple and efficient method for finding the closest generalized lambda distribution to a specific model
• Confidence bounds on the coefficient of variation of a normal distribution with applications to win-probabilities
• Advanced statistics for the behavioral sciences. A computational approach with R
• ECTSVR
• egcm
• unitrootests
• EconCausal
• MAARTS
• convergenceDFM
• SignalY
• ForecastingEnsembles
• CADFtest
• frequencyConnectedness
• GVARX
• seer
• bootCT
• ConnectednessApproach

This page was built for software: urca