A review of urca

urca - Unit roots and cointegration

As a regular user of urca for both teaching and research, I think it is a user friendly and highly useful package. It implements a number of procedures and econometric techniques which are of use within a research context and also for training MSc level students. The syntax is intuitive and extensible, and the documentation is quite good.

The package maintainer (Dr Pfaff) responds to user queries very promptly. There are two areas where this package can be improved: (1) in the provision of more detailed and richer vignettes and (2) by better integration of outputs in a latex friendly format (i.e. xtable compatible outputs for relevant objects generated by this package) Overall a good effort and a useful tool.