Dear all,
this message is to inform the community about the activity in our
function package repository: during the month of February 2025, 3
packages were updated to a new version and a new one was
released.
The new one is
"ZivotAndrews", by myself, which implements Zivot and Andrews' famous unit-root test under structural breaks. Notably, it features a novel method for computing p-values, which is described here.
The updates were:Moreover, a companion package to TVC, "TVCplots" was released yesterday.
As usual, update and enjoy!
------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti@univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti -------------------------------------------------------