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  "Description": "Performs Bayesian unit root testing for time series models\nwith maintained polynomial trend components as proposed by\nChaturvedi and Kumar (2005) <doi:10.1016/j.spl.2005.04.044>.\nThe package 'BayesURTrend' computes posterior odds ratios,\nBayes factors, and posterior probabilities for unit root\nhypotheses against stationary alternatives in autoregressive\nmodels augmented with polynomial trends. Methodological\nfoundations for Bayesian unit root testing under structural\nbreaks and maintained trends are drawn from Schotman and van\nDijk (1991) <doi:10.1016/0304-4076(91)90038-F>, Phillips and\nPerron (1988) <doi:10.1093/biomet/75.2.335>, and Ouliaris et\nal. (1988) <doi:10.1007/978-94-009-2953-1_10>.",
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