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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.
Citation | bootUR citation info |
github.com/smeekes/bootUR | |
System requirements | GNU make |
Bug report | File report |
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