Package: BTtest
Title: Estimate the Number of Factors in Large Nonstationary Datasets
Version: 0.10
Authors@R: 
    person("Paul", "Haimerl", , "paul.haimerl@maastrichtuniversity.nl", role = c("aut", "cre"),
           comment = c(ORCID = "0000-0003-3198-8317"))
Maintainer: Paul Haimerl <paul.haimerl@maastrichtuniversity.nl>
Description: Implementation of the Barigozzi and Trapani (2022) <doi:10.1080/07350015.2021.1901719> test for the number of common factors in large nonstationary panel data sets. The routine identifies the existence of (i) a factor subject to a linear trend, (ii) the number of zero-mean I(1) and (iii) zero-mean I(0) factors.
  Furthermore, the package includes the Integrated Panel Criteria by Bai (2004) <doi:10.1016/j.jeconom.2003.10.022>
  that provide a complementary measure for the number of factors in nonstationary panels.
License: MIT + file LICENSE
Encoding: UTF-8
BugReports: https://github.com/Paul-Haimerl/BTtest/issues
RoxygenNote: 7.2.3
URL: https://github.com/Paul-Haimerl/BTtest
Imports: Rcpp
LinkingTo: Rcpp, RcppArmadillo
NeedsCompilation: yes
Packaged: 2023-12-08 12:02:12 UTC; PaulAdmin
Author: Paul Haimerl [aut, cre] (<https://orcid.org/0000-0003-3198-8317>)
Repository: CRAN
Date/Publication: 2023-12-10 11:20:05 UTC
