Title: Econometric Analysis of Explosive Time Series
person("Kostas", "Vasilopoulos", , email = "k.vasilopoulo@gmail.com", c("cre", "aut")),
person("Eftymios", "Pavlidis", email = "e.pavlidis@lancaster.ac.uk", role = "aut"),
person("Simon", "Spavound", email = "simon.spavound@googlemail.com", role = "aut")
Description: Testing for and dating periods of explosive dynamics (exuberance) in time series using recursive unit root tests as proposed by Phillips, P. C., Shi, S. and Yu, J. (2015a) <doi:10.1111/iere.12132>. Simulate a variety of periodically-collapsing bubble models. The estimation and simulation utilizes the matrix inversion lemma from the recursive least squares algorithm, which results in a significant speed improvement.
Imports: doParallel, parallel, foreach, Rcpp, rlang, dplyr, ggplot2,
Suggests: knitr, rmarkdown, covr, testthat, withr, gridExtra

person("Simon", "Spavound", email = "simon.spavound@googlemail.com", role = "aut"),
person("Enr\u00EDqeu", "Matr\u00EDnez-Garc\u00EDa", email = "emg.economics@gmail.com", role = "aut")
Description: Testing for and dating periods of explosive dynamics
(exuberance) in time series using recursive unit root tests as proposed
Simulation of a variety of periodically-collapsing bubble processes. The
estimation code utilizes the matrix inversion lemma of the recursive least
squares algorithm which results in significant speed improvements.
Imports: doSNOW, parallel, foreach, Rcpp (>= 0.12.17), dplyr, ggplot2,
purrr, magrittr, lubridate, tibble, zoo, rlang, grid, gridExtra
Suggests: knitr, rmarkdown, covr, testthat, withr

person("Efthymios", "Pavlidis", email = "e.pavlidis@lancaster.ac.uk", role = "aut"),
person("Enr\u00EDque", "Mart\u00EDnez-Garc\u00EDa", email = "emg.economics@gmail.com", role = "aut")
Description: 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)
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
Imports: doSNOW, parallel, foreach, Rcpp (>= 0.12.17), dplyr, glue,
ggplot2, purrr, magrittr, lubridate, tibble, zoo, rlang, grid,