Bayesian 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.
Install
Health
- OK13 OKNow
- OK7 OK2026-08-07
Documentation
- Help pages
- 6includes a package overview page
- Examples that run
- 100%4 run in a plain check
- Exported functions with examples
- 100%
- Documented parameters
- 100%
- Return-value docs
- 100%
- Help pages citing references
- 50%
Downloads
Dependencies
Installing BayesPanelUR adds no packages beyond those that come with R.
Code & Tests
Datasets
People & History
- 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
- 27 KB
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