exuber

exuber-package

<img src="figures/logo.png?package=exuber&version=0.3.0" align="right">
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)
 &lt;doi:10.1111/iere.12132&gt; and Pavlidis et al. (2016)
 &lt;doi:10.1007/s11146-015-9531-2&gt;. 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.

internal

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.

Kostas Vasilopoulos

Econometric Analysis of Explosive Time Series

Efthymios Pavlidis

Simon Spavound

Enrique Martínez-García

exuber function

<code>exuber.show_progress</code><ul>
<li>Should lengthy operations such as <code>mc_cv()</code> show a progress bar? Default: TRUE</li>
</ul><code>exuber.parallel</code><ul>
<li>Should lengthy operations use parallel computation? Default: TRUE</li>
</ul><code>exuber.ncores</code><ul>
<li>How many cores to use for parallel computation. Default: system cores - 1</li>
</ul><code>exuber.global_seed</code><ul>
<li>When chosen automatically feeds into all functions with random-number generation Default: NA</li>
</ul>

Package options

<img src='figures/logo.png' align='right' />
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)
 &lt;doi:10.1111/iere.12132&gt; and Pavlidis et al. (2016)
 &lt;doi:10.1007/s11146-015-9531-2&gt;. 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.

exuber: exuber: Econometric Analysis of Explosive Time Series

Description

Arguments

Package options

See Also