bootUR: Bootstrap Unit Root Tests

Stephan Smeekes; Ines Wilms

bootUR: Bootstrap Unit Root Tests

Stephan Smeekes^* (Developer), Ines Wilms (Developer)

^*Corresponding author for this work

Research output: Non-textual form › Software › Academic

Abstract

R package 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) <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.

Original language	English
Publisher	The Comprehensive R Archive Network
Media of output	Online
Publication status	Published - 25 Jun 2020

Access to Document

https://cran.r-project.org/package=bootURLicence: GNU GPL

Research Output

1 Working paper

bootUR: An R Package for Bootstrap Unit Root Tests

Smeekes, S. & Wilms, I., 23 Jul 2020, arXiv.org at Cornell University Library, (arXiv e-prints; No. 2007.12249).

Research output: Working paper › Professional

Cite this

Smeekes, S. (Developer), & Wilms, I. (Developer). (2020). bootUR: Bootstrap Unit Root Tests. Software, The Comprehensive R Archive Network. https://cran.r-project.org/package=bootUR

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abstract = "R package 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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