Package: xtrec
Type: Package
Title: Panel Unit Root Test Based on Recursive Detrending
Version: 1.0.0
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.2014.09.013>. 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
NeedsCompilation: no
Packaged: 2026-03-24 14:52:43 UTC; acad_
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: CRAN
Date/Publication: 2026-03-29 15:20:02 UTC
Built: R 4.6.0; ; 2026-04-27 05:30:50 UTC; unix
