BayesPanelUR
Bayesian Unit Root Test for Panel Data Models
Implements the Bayesian unit root test for Panel Autoregressive (PAR) time series models developed by Kumar et al. (2016) <https://hdl.handle.net/10419/179393>. The package evaluates the unit root hypothesis (difference stationarity versus trend stationarity) in panel data using the Posterior Odds Ratio (POR). It accommodates PAR models with linear time trend as well as linear time trend with augmentation terms of arbitrary order. Full posterior probabilities, Bayes factors, and individual panel estimates are computed automatically.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
rolling linux/jammy R-4.5 | BayesPanelUR_0.1.0.tar.gz |
61.9 KiB |
0.1.0 |
rolling linux/noble R-4.5 | BayesPanelUR_0.1.0.tar.gz |
61.8 KiB |
0.1.0 |
rolling source/ R- | BayesPanelUR_0.1.0.tar.gz |
27.2 KiB |
0.1.0 |
latest linux/jammy R-4.5 | BayesPanelUR_0.1.0.tar.gz |
61.9 KiB |
0.1.0 |
latest linux/noble R-4.5 | BayesPanelUR_0.1.0.tar.gz |
61.8 KiB |
0.1.0 |
latest source/ R- | BayesPanelUR_0.1.0.tar.gz |
27.2 KiB |
0.1.0 |
2026-04-23 source/ R- | BayesPanelUR_0.1.0.tar.gz |
0 B |