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 / digital / web - outputs › 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

1 Working paper

bootUR: An R Package for Bootstrap Unit Root Tests
Smeekes, S. & Wilms, I., 23 Jul 2020, Cornell University - arXiv, (arXiv.org; No. 2007.12249).
Research output: Working paper / Preprint › Working paper

Cite this

@misc{a05190bc5df44bf5bdb4ca9da8d878bd,

title = "bootUR: Bootstrap Unit Root Tests",

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.",

author = "Stephan Smeekes and Ines Wilms",

year = "2020",

month = jun,

day = "25",

language = "English",

publisher = "The Comprehensive R Archive Network",

address = "Netherlands",

}

TY - ADVS

T1 - bootUR: Bootstrap Unit Root Tests

A2 - Smeekes, Stephan

A2 - Wilms, Ines

PY - 2020/6/25

Y1 - 2020/6/25

N2 - 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.

AB - 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.

M3 - Software

PB - The Comprehensive R Archive Network

ER -

bootUR: Bootstrap Unit Root Tests

Abstract

Access to Document

Research output

bootUR: An R Package for Bootstrap Unit Root Tests

Cite this