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exuber: Recursive Right-Tailed Unit Root Testing with R

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exuber: Recursive Right-Tailed Unit Root Testing with R. / Vasilopoulos, Konstantinos; Pavlidis, Efthymios; Martínez-García, Enrique.
In: Journal of Statistical Software, Vol. 103, No. 10, 22.08.2022, p. 1-26.

Research output: Contribution to Journal/MagazineJournal articlepeer-review

Harvard

Vasilopoulos, K, Pavlidis, E & Martínez-García, E 2022, 'exuber: Recursive Right-Tailed Unit Root Testing with R', Journal of Statistical Software, vol. 103, no. 10, pp. 1-26. https://doi.org/10.18637/jss.v103.i10

APA

Vasilopoulos, K., Pavlidis, E., & Martínez-García, E. (2022). exuber: Recursive Right-Tailed Unit Root Testing with R. Journal of Statistical Software, 103(10), 1-26. https://doi.org/10.18637/jss.v103.i10

Vancouver

Vasilopoulos K, Pavlidis E, Martínez-García E. exuber: Recursive Right-Tailed Unit Root Testing with R. Journal of Statistical Software. 2022 Aug 22;103(10):1-26. doi: 10.18637/jss.v103.i10

Author

Vasilopoulos, Konstantinos ; Pavlidis, Efthymios ; Martínez-García, Enrique. / exuber : Recursive Right-Tailed Unit Root Testing with R. In: Journal of Statistical Software. 2022 ; Vol. 103, No. 10. pp. 1-26.

Bibtex

@article{fbdbc141ab794fb4a024683545f102db,
title = "exuber: Recursive Right-Tailed Unit Root Testing with R",
abstract = "This paper introduces the R package exuber for testing and date-stamping periods of mildly explosive dynamics (exuberance) in time series. The package computes test statistics for the supremum ADF test (SADF) of Phillips, Wu, and Yu (2011), the generalized SADF (GSADF) of Phillips, Shi, and Yu (2015a,b), and the panel GSADF proposed by Pavlidis, Yusupova, Paya, Peel, Mart{\' }ınez-Garc{\' }ıa, Mack, and Grossman (2016); generates finite-sample critical values based on Monte Carlo and bootstrap methods; and implements the corresponding date-stamping procedures. The recursive least-squares algorithm that we introduce in our implementation of these techniques utilizes the matrix inversion lemma and in that way achieves significant speed improvements. We illustrate the speed gains in a simulation experiment, and provide illustrations of the package using artificial series and a panel on international house prices",
keywords = "Mildly explosive time series, Right-tailed unit root tests, R",
author = "Konstantinos Vasilopoulos and Efthymios Pavlidis and Enrique Mart{\'i}nez-Garc{\'i}a",
year = "2022",
month = aug,
day = "22",
doi = "10.18637/jss.v103.i10",
language = "English",
volume = "103",
pages = "1--26",
journal = "Journal of Statistical Software",
issn = "1548-7660",
publisher = "University of California at Los Angeles",
number = "10",

}

RIS

TY - JOUR

T1 - exuber

T2 - Recursive Right-Tailed Unit Root Testing with R

AU - Vasilopoulos, Konstantinos

AU - Pavlidis, Efthymios

AU - Martínez-García, Enrique

PY - 2022/8/22

Y1 - 2022/8/22

N2 - This paper introduces the R package exuber for testing and date-stamping periods of mildly explosive dynamics (exuberance) in time series. The package computes test statistics for the supremum ADF test (SADF) of Phillips, Wu, and Yu (2011), the generalized SADF (GSADF) of Phillips, Shi, and Yu (2015a,b), and the panel GSADF proposed by Pavlidis, Yusupova, Paya, Peel, Mart ́ınez-Garc ́ıa, Mack, and Grossman (2016); generates finite-sample critical values based on Monte Carlo and bootstrap methods; and implements the corresponding date-stamping procedures. The recursive least-squares algorithm that we introduce in our implementation of these techniques utilizes the matrix inversion lemma and in that way achieves significant speed improvements. We illustrate the speed gains in a simulation experiment, and provide illustrations of the package using artificial series and a panel on international house prices

AB - This paper introduces the R package exuber for testing and date-stamping periods of mildly explosive dynamics (exuberance) in time series. The package computes test statistics for the supremum ADF test (SADF) of Phillips, Wu, and Yu (2011), the generalized SADF (GSADF) of Phillips, Shi, and Yu (2015a,b), and the panel GSADF proposed by Pavlidis, Yusupova, Paya, Peel, Mart ́ınez-Garc ́ıa, Mack, and Grossman (2016); generates finite-sample critical values based on Monte Carlo and bootstrap methods; and implements the corresponding date-stamping procedures. The recursive least-squares algorithm that we introduce in our implementation of these techniques utilizes the matrix inversion lemma and in that way achieves significant speed improvements. We illustrate the speed gains in a simulation experiment, and provide illustrations of the package using artificial series and a panel on international house prices

KW - Mildly explosive time series

KW - Right-tailed unit root tests

KW - R

U2 - 10.18637/jss.v103.i10

DO - 10.18637/jss.v103.i10

M3 - Journal article

VL - 103

SP - 1

EP - 26

JO - Journal of Statistical Software

JF - Journal of Statistical Software

SN - 1548-7660

IS - 10

ER -