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xtrec: Panel Unit Root Test Based on Recursive Detrending

Implements the recursively detrended panel unit root tests proposed by Westerlund (2015) <doi:10.1016/j.jeconom.2014.09.013>. Two variants are provided: the basic t-REC test assuming iid errors, and the robust t-RREC test that accounts for serial correlation, cross-sectional dependence, and heteroskedasticity via defactoring and BIC-selected lag augmentation. Both tests have a standard normal null distribution requiring no mean or variance correction. The panel must be strongly balanced.

Version: 1.0.0
Depends: R (≥ 3.5.0)
Imports: stats
Suggests: testthat (≥ 3.0.0)
Published: 2026-03-29
DOI: 10.32614/CRAN.package.xtrec
Author: Muhammad Alkhalaf ORCID iD [aut, cre, cph]
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf at gmail.com>
BugReports: https://github.com/muhammedalkhalaf/xtrec/issues
License: GPL-3
URL: https://github.com/muhammedalkhalaf/xtrec
NeedsCompilation: no
Materials: NEWS
CRAN checks: xtrec results

Documentation:

Reference manual: xtrec.html , xtrec.pdf

Downloads:

Package source: xtrec_1.0.0.tar.gz
Windows binaries: r-devel: xtrec_1.0.0.zip, r-release: xtrec_1.0.0.zip, r-oldrel: xtrec_1.0.0.zip
macOS binaries: r-release (arm64): xtrec_1.0.0.tgz, r-oldrel (arm64): not available, r-release (x86_64): xtrec_1.0.0.tgz, r-oldrel (x86_64): xtrec_1.0.0.tgz

Linking:

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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.