c(person(given = "Kostas",
family = "Vasilopoulos",
role = c("cre", "aut"),
email = "k.vasilopoulo@gmail.com"),
person(given = "Efthymios",
family = "Pavlidis",
role = "aut",
email = "e.pavlidis@lancaster.ac.uk"),
person(given = "Simon",
family = "Spavound",
role = "aut",
email = "simon.spavound@googlemail.com"),
person(given = "Enrique",
family = "Mart\u00EDnez-Garc\u00EDa",
role = "aut",
email = "emg.economics@gmail.com"))
Testing for and dating periods of explosive
dynamics (exuberance) in time series using the univariate and panel
recursive unit root tests proposed by Phillips et al. (2015)
<doi:10.1111/iere.12132> and Pavlidis et al. (2016)
<doi:10.1007/s11146-015-9531-2>.  The recursive least-squares
algorithm utilizes the matrix inversion lemma to avoid matrix
inversion which results in significant speed improvements. Simulation
of a variety of periodically-collapsing bubble processes.
Kostas Vasilopoulos [cre, aut],
Efthymios Pavlidis [aut],
Simon Spavound [aut],
Enrique Martínez-García [aut]

c(person(given = "Kostas",
family = "Vasilopoulos",
role = c("cre", "aut"),
email = "k.vasilopoulo@gmail.com"),
person(given = "Efthymios",
family = "Pavlidis",
role = "aut",
email = "e.pavlidis@lancaster.ac.uk"),
person(given = "Enrique",
family = "Mart\u00EDnez-Garc\u00EDa",
role = "aut",
email = "emg.economics@gmail.com"),
person(given = "Simon",
family = "Spavound",
role = "aut",
email = "simon.spavound@googlemail.com")
)
Testing for and dating periods of explosive
dynamics (exuberance) in time series using the univariate and panel
recursive unit root tests proposed by Phillips et al. (2015)
<doi:10.1111/iere.12132> and Pavlidis et al. (2016)
<doi:10.1007/s11146-015-9531-2>.The recursive least-squares
algorithm utilizes the matrix inversion lemma to avoid matrix
inversion which results in significant speed improvements. Simulation
of a variety of periodically-collapsing bubble processes. Details can be
found in Vasilopoulos et al. (2022) <doi:10.18637/jss.v103.i10>.
Kostas Vasilopoulos [cre, aut],
Efthymios Pavlidis [aut],
Enrique Martínez-García [aut],
Simon Spavound [aut]