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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) <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 |
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bootUR: An R Package for Bootstrap Unit Root Tests
Smeekes, S. & Wilms, I., 8 May 2023, In: Journal of Statistical Software. 106, 12, p. 1-39 39 p.Research output: Contribution to journal › Article › Academic › peer-review
Open Access -
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
Open Access