find_nonmissing_subsample

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.

Stephan Smeekes

bootUR

Bootstrap Unit Root Tests

Ines Wilms

find_nonmissing_subsample function

<dl><dt>X</dt>
<dd>A (\(T\)x\(N\))-matrix of \(N\) time series with \(T\) observations. Data may also be in a time series format (e.g. <code>ts</code>, <code>zoo</code> or <code>xts</code>) or data frame. Assumes a prior check on missing values in-sample has been done.</dd></dl>

Arguments

Find Non-Missing Subsamples — find_nonmissing_subsample

<dl>

<dt>X</dt>
<dd>A (\(T\)x\(N\))-matrix of \(N\) time series with \(T\) observations. Data may also be in a time series format (e.g. <code>ts</code>, <code>zoo</code> or <code>xts</code>) or data frame. Assumes a prior check on missing values in-sample has been done.</dd>

</dl>

find_nonmissing_subsample: Find Non-Missing Subsamples

Description

Usage

Value

Arguments