bootUR: Bootstrap Unit Root Tests

Set of functions 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 Smeekes and Wilms (2023) <doi:10.18637/jss.v106.i12>, 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.

Version:	1.0.4
Depends:	R (≥ 3.5.0)
Imports:	Rcpp, stats, urca, RcppParallel, parallelly
LinkingTo:	Rcpp, RcppArmadillo, RcppParallel, RcppThread
Suggests:	knitr, rmarkdown, testthat, ggplot2
Published:	2024-05-20
DOI:	10.32614/CRAN.package.bootUR
Author:	Stephan Smeekes [cre, aut], Ines Wilms [aut]
Maintainer:	Stephan Smeekes <s.smeekes at maastrichtuniversity.nl>
BugReports:	https://github.com/smeekes/bootUR/issues
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL:	https://github.com/smeekes/bootUR, https://smeekes.github.io/bootUR/
NeedsCompilation:	yes
SystemRequirements:	GNU make
Citation:	bootUR citation info
Materials:	README NEWS
In views:	TimeSeries
CRAN checks:	bootUR results

Documentation:

Reference manual:	bootUR.pdf
Vignettes:	Introduction to bootUR

Downloads:

Package source:	bootUR_1.0.4.tar.gz
Windows binaries:	r-devel: bootUR_1.0.4.zip, r-release: bootUR_1.0.4.zip, r-oldrel: bootUR_1.0.4.zip
macOS binaries:	r-release (arm64): bootUR_1.0.4.tgz, r-oldrel (arm64): bootUR_1.0.4.tgz, r-release (x86_64): bootUR_1.0.4.tgz, r-oldrel (x86_64): bootUR_1.0.4.tgz
Old sources:	bootUR archive

Linking:

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