Bootstrap Unit Root Tests
Augmented Dickey-Fuller Unit Root Test
Bootstrap augmented Dickey-Fuller Unit Root Test
Bootstrap Unit Root Tests with False Discovery Rate control
Panel Unit Root Test
Bootstrap Sequential Quantile Test
Bootstrap Union Test for Unit Roots
Individual Unit Root Tests without multiple testing control
Auxiliary Function (not accessible to users) to check if all arguments...
Check Missing Values in Sample
Differences of Multiple Time Series
Auxiliary Function (not accessible to users) to create all bootstrap s...
Find Non-Missing Subsamples
Determine Order of Integration
Plot Missing Values
Plot Orders of Integration
Printing Summary Output for Objects of class bootUR
Printing Summary Output for Objects of class mult_htest
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.
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