exuber: Econometric Analysis of Explosive Time Series

Testing for and dating periods of explosive dynamics (exuberance) in time series using the univariate and panel recursive unit root tests proposed by Phillips et al. (2015) <doi:10.1111/iere.12132> and Pavlidis et al. (2016) <doi:10.1007/s11146-015-9531-2>. The recursive least-squares algorithm utilizes the matrix inversion lemma to avoid matrix inversion which results in significant speed improvements. Simulation of a variety of periodically-collapsing bubble processes.

Version: 0.2.1
Depends: R (≥ 2.10)
Imports: doSNOW, parallel, foreach, Rcpp (≥ 0.12.17), dplyr, glue, ggplot2, purrr, magrittr, lubridate, tibble, zoo, rlang, grid, gridExtra
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, covr, testthat, withr
Published: 2019-03-01
Author: Kostas Vasilopoulos [cre, aut], Efthymios Pavlidis [aut], Simon Spavound [aut], Enríque Martínez-García [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 NEWS
CRAN checks: exuber results


Reference manual: exuber.pdf
Package source: exuber_0.2.1.tar.gz
Windows binaries: r-devel: exuber_0.2.1.zip, r-release: exuber_0.2.1.zip, r-oldrel: exuber_0.2.1.zip
OS X binaries: r-release: exuber_0.2.1.tgz, r-oldrel: exuber_0.2.1.tgz
Old sources: exuber archive


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