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DESCRIPTION
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Package: bootUR
Type: Package
Title: Bootstrap Unit Root Tests
Version: 1.0.4
Authors@R: c(
person("Stephan", "Smeekes", email = "s.smeekes@maastrichtuniversity.nl", role = c("cre", "aut"),
comment = c(ORCID = "0000-0002-0157-639X")),
person("Ines", "Wilms", email = "i.wilms@maastrichtuniversity.nl", role = "aut"))
Maintainer: Stephan Smeekes <s.smeekes@maastrichtuniversity.nl>
Description: 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.
Depends: R (>= 3.5.0)
License: GPL (>=2)
Encoding: UTF-8
LazyData: true
Roxygen: list(old_usage = TRUE)
RoxygenNote: 7.3.1
Imports:
Rcpp, stats, urca, RcppParallel, parallelly
LinkingTo: Rcpp, RcppArmadillo, RcppParallel, RcppThread
URL: https://github.com/smeekes/bootUR,
https://smeekes.github.io/bootUR/
BugReports: https://github.com/smeekes/bootUR/issues
Suggests:
knitr, rmarkdown, testthat, ggplot2
VignetteBuilder: knitr
SystemRequirements: GNU make