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Estimate the linear and nonlinear autoregressive distributed lag (ARDL & NARDL) models and the corresponding error correction models, and test for longrun and short-run asymmetric. The general-to-specific approach is also available in estimating the ARDL and NARDL models. The Pesaran, Shin & Smith (2001) (<doi:10.1002/jae.616>) bounds test for level relationships is also provided. The 'ardl.nardl' package also performs short-run and longrun symmetric restrictions available at Shin et al. (2014) <doi:10.1007/978-1-4899-8008-3_9> and their corresponding tests.
| Version: | 1.3.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | gets, plyr, dplyr, rlist, nardl, car, lmtest, texreg, stringr, tseries, sandwich, purrr, tidyselect |
| Suggests: | dynamac |
| Published: | 2024-01-30 |
| Author: | Eric I. Otoakhia [aut, cre] |
| Maintainer: | Eric I. Otoakhia <otoakhiai at gmail.com> |
| Contact: | <otoakhiai@gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| Materials: | NEWS |
| In views: | TimeSeries |
| CRAN checks: | ardl.nardl results |
| Reference manual: | ardl.nardl.pdf |
| Package source: | ardl.nardl_1.3.0.tar.gz |
| Windows binaries: | r-devel: ardl.nardl_1.3.0.zip, r-release: ardl.nardl_1.3.0.zip, r-oldrel: ardl.nardl_1.3.0.zip |
| macOS binaries: | r-release (arm64): ardl.nardl_1.3.0.tgz, r-oldrel (arm64): ardl.nardl_1.3.0.tgz, r-release (x86_64): ardl.nardl_1.3.0.tgz, r-oldrel (x86_64): ardl.nardl_1.3.0.tgz |
| Old sources: | ardl.nardl archive |
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