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A panel cointegrating rank test with structural breaks and cross-sectional dependence

sciencedirect.com

A new panel cointegrating rank test which allows for a linear time trend with breaks and cross-sectional dependence is proposed. The new correlation-a…

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October 2025 Top 40 New CRAN Packages – R Works

Here are my picks for the best of the two hundred and four new packages that landed on CRAN in October. Packages are organized into fifteen categories: Data, Decision Analysis, Ecology, Econometrics, Finance, Genomics, Logic, Machine Learning, Mathematics, Medical Statistics, Statistics, Time Series, Utilities, and Visualization.