BayesPanelUR
0.1.0Bayesian Unit Root Test for Panel Data Models
Overview
Implements the Bayesian unit root test for Panel Autoregressive (PAR) time series models developed by Kumar et al. (2016) https://hdl.handle.net/10419/179393. The package evaluates the unit root hypothesis (difference stationarity versus trend stationarity) in panel data using the Posterior Odds Ratio (POR). It accommodates PAR models with linear time trend as well as linear time trend with augmentation terms of arbitrary order. Full posterior probabilities, Bayes factors, and individual panel estimates are computed automatically.
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Health
- OK2026-08-077 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
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- Return-value docs
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Code & Tests
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People & History
1 release. R releases are shown for context.
- 0.1.0Latest2026-08-06 · current release
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-08-06
- Total releases
- 1 / 1 yrs
- License
- GPL (>= 3) OSI
- Minimum R
- ≥ 4.0.0
- Bundled data
- 2.1 KB / 1 file
- Download size
- not tracked yet
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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