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
<
https://doi.org/10.1016/j.econlet.2026.112833>.
The updates were:
"paneldesc", also by myself (Basic statistics about gaps in panel datasets)
"CSDpanel", by Sven Schreiber and Jörg Breitung (test and estimators for
panel datasets with cross-section dependence)
"TVC", by Ekkehart Schlicht (Regression with Time-varying coefficients
using this estimator
<
https://link.springer.com/article/10.1007/s42952-021-00110-y>)
Moreover, a companion package to TVC, "TVCplots" was released yesterday.
As usual, update and enjoy!
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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