tidy_join.radf_obj

augment_join.radf_obj

An object of class <code>radf_obj</code>.

An object of class <code>radf_cv</code>. The output will depend on the type of
critical value.

Further arguments passed to methods. Not used.

Tidy or augment and then join objects of class <code>radf_obj</code> and <code>radf_cv</code>. The
object of reference is the <code>radf_cv</code>. For example, if panel critical values
are provided the function will return the panel test statistic.

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

tidy_join.radf_obj: Tidy into a joint model

Description

Usage

Arguments

Details