xtrec 1.0.1
- Corrected the DOI of Westerlund (2015) to
10.1016/j.jeconom.2014.06.015 in DESCRIPTION, NEWS, README, R and Rd
files. No changes to code.
xtrec 1.0.0
- Initial CRAN release.
- Implements the t-REC (iid errors) and t-RREC (robust) panel unit
root tests from Westerlund (2015) doi:10.1016/j.jeconom.2014.06.015.
- Supports polynomial trend degrees 0, 1, 2, …
- Asymptotic bias coefficients a_p and b_p computed analytically.
- Panel-level summary statistics for heterogeneity assessment.