exuber: Econometric Analysis of Explosive Time Series

Testing for and dating periods of explosive dynamics (exuberance) in time series using recursive unit root tests as proposed by Phillips, P. C., Shi, S. and Yu, J. (2015a) <doi:10.1111/iere.12132>. Simulate a variety of periodically-collapsing bubble models. The estimation and simulation utilizes the matrix inversion lemma from the recursive least squares algorithm, which results in a significant speed improvement.

Version: 0.1.0
Imports: doParallel, parallel, foreach, Rcpp, rlang, dplyr, ggplot2, purrr
LinkingTo: Rcpp
Suggests: knitr, rmarkdown, covr, testthat, withr, gridExtra
Published: 2018-06-17
Author: Kostas Vasilopoulos [cre, aut], Eftymios Pavlidis [aut], Simon Spavound [aut]
Maintainer: Kostas Vasilopoulos <k.vasilopoulo at gmail.com>
BugReports: https://github.com/kvasilopoulos/exuber/issues
License: GPL-3
URL: https://github.com/kvasilopoulos/exuber
NeedsCompilation: yes
Citation: exuber citation info
Materials: README
CRAN checks: exuber results


Reference manual: exuber.pdf
Package source: exuber_0.1.0.tar.gz
Windows binaries: r-devel: exuber_0.1.0.zip, r-release: exuber_0.1.0.zip, r-oldrel: exuber_0.1.0.zip
OS X binaries: r-release: exuber_0.1.0.tgz, r-oldrel: exuber_0.1.0.tgz


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