bootUR: Bootstrap Unit Root Tests

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

*Corresponding author for this work

Research output: Non-textual formSoftwareAcademic

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 languageEnglish
PublisherThe Comprehensive R Archive Network
Media of outputOnline
Publication statusPublished - 25 Jun 2020

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 paperProfessional

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