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.
Version: 1.0.4 Depends: R (≥ 3.5.0) Imports: Rcpp, stats, urca, RcppParallel, parallelly LinkingTo: Rcpp, RcppArmadillo, RcppParallel, RcppThread Suggests: knitr, rmarkdown, testthat, ggplot2 Published: 2024-05-20 DOI: 10.32614/CRAN.package.bootUR Author: Stephan Smeekes [cre, aut], Ines Wilms [aut] Maintainer: Stephan Smeekes <s.smeekes at maastrichtuniversity.nl> BugReports: https://github.com/smeekes/bootUR/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://github.com/smeekes/bootUR, https://smeekes.github.io/bootUR/ NeedsCompilation: yes SystemRequirements: GNU make Citation: bootUR citation info Materials: README NEWS In views: TimeSeries CRAN checks: bootUR results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=bootUR to link to this page.
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