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 -