Package: xtrec
Type: Package
Title: Panel Unit Root Test Based on Recursive Detrending
Version: 1.0.1
Authors@R: person("Muhammad", "Alkhalaf", email = "muhammedalkhalaf@gmail.com",
    role = c("aut", "cre", "cph"),
    comment = c(ORCID = "0009-0002-2677-9246"))
Description: Implements the recursively detrended panel unit root tests
        proposed by Westerlund (2015)
        <doi:10.1016/j.jeconom.2014.06.015>. 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.
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.3.2
Depends: R (>= 3.5.0)
Imports: stats
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
URL: https://github.com/muhammedalkhalaf/xtrec
BugReports: https://github.com/muhammedalkhalaf/xtrec/issues
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-09-28 01:53:46 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/xtrec
RemoteRef: HEAD
RemoteSha: af70679deb97525e0401617fca055ad2722f5d6a
NeedsCompilation: no
Packaged: 2026-10-28 07:18:58 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>