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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.

Versions across snapshots

VersionRepositoryFileSize
1.0.4 rolling linux/jammy R-4.5 bootUR_1.0.4.tar.gz 410.0 KiB
1.0.4 rolling linux/noble R-4.5 bootUR_1.0.4.tar.gz 417.7 KiB
1.0.4 rolling source/ R- bootUR_1.0.4.tar.gz 144.8 KiB
1.0.4 latest linux/jammy R-4.5 bootUR_1.0.4.tar.gz 410.0 KiB
1.0.4 latest linux/noble R-4.5 bootUR_1.0.4.tar.gz 417.7 KiB
1.0.4 latest source/ R- bootUR_1.0.4.tar.gz 144.8 KiB
1.0.4 2026-04-26 source/ R- bootUR_1.0.4.tar.gz 144.8 KiB
1.0.4 2026-04-23 source/ R- bootUR_1.0.4.tar.gz 144.8 KiB
1.0.4 2026-04-09 windows/windows R-4.5 bootUR_1.0.4.zip 730.2 KiB
1.0.4 2025-04-20 source/ R- bootUR_1.0.4.tar.gz 144.8 KiB

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