xtrec: Panel Unit Root Test Based on Recursive Detrending
Implements the recursively detrended panel unit root tests proposed by Westerlund (2015) <doi:10.1016/j.jeconom.2014.09.013>. Two variants are provided: the basic t-REC test assuming iid errors, and the robust t-RREC test that accounts for serial correlation, cross-sectional dependence, and heteroskedasticity via defactoring and BIC-selected lag augmentation. Both tests have a standard normal null distribution requiring no mean or variance correction. The panel must be strongly balanced.
| Version: | 1.0.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | stats |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2026-03-29 |
| DOI: | 10.32614/CRAN.package.xtrec (may not be active yet) |
| Author: | Muhammad Alkhalaf 
[aut, cre, cph] |
| Maintainer: | Muhammad Alkhalaf <muhammedalkhalaf at gmail.com> |
| BugReports: | https://github.com/muhammedalkhalaf/xtrec/issues |
| License: | GPL-3 |
| URL: | https://github.com/muhammedalkhalaf/xtrec |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | xtrec results |
Documentation:
| Reference manual: | xtrec.html , xtrec.pdf |
Downloads:
| Package source: | xtrec_1.0.0.tar.gz |
| Windows binaries: | r-devel: xtrec_1.0.0.zip, r-release: not available, r-oldrel: xtrec_1.0.0.zip |
| macOS binaries: | r-release (arm64): xtrec_1.0.0.tgz, r-oldrel (arm64): not available, r-release (x86_64): xtrec_1.0.0.tgz, r-oldrel (x86_64): xtrec_1.0.0.tgz |
Linking:
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