bootUR: Bootstrap Unit Root Tests

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 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.

Version: 0.1.0
Depends: R (≥ 3.5.0)
Imports: Rcpp, stats
LinkingTo: Rcpp, RcppArmadillo
Suggests: knitr, rmarkdown, testthat
Published: 2020-06-25
Author: Stephan Smeekes ORCID iD [cre, aut], Ines Wilms [aut]
Maintainer: Stephan Smeekes <s.smeekes at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
Materials: README
CRAN checks: bootUR results


Reference manual: bootUR.pdf
Vignettes: bootUR-intro
Package source: bootUR_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release: bootUR_0.1.0.tgz, r-oldrel: bootUR_0.1.0.tgz


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