index-rd

index

index&lt;-

Retrieve or replace the index of an object.

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

exuber

Econometric Analysis of Explosive Time Series

Efthymios Pavlidis

Enrique Martínez-García

Simon Spavound

index-rd function

<dl><dt>x</dt>
<dd>An object.</dd>
<dt>...</dt>
<dd>Further arguments passed to methods.</dd>
<dt>value</dt>
<dd>An ordered vector of the same length as the `index' attribute of x.</dd></dl>

Arguments

Retrieve/Replace the index — index-rd

<dl>

<dt>x</dt>
<dd>An object.</dd>


<dt>...</dt>
<dd>Further arguments passed to methods.</dd>


<dt>value</dt>
<dd>An ordered vector of the same length as the `index' attribute of x.</dd>

</dl>

index-rd: Retrieve/Replace the index

Description

Usage

Arguments

Details