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The bootstrap ARDL tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - <doi:10.1016/j.econmod.2018.11.001>). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.
| Version: | 2.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp, pracma, aod, ARDL, dynamac, vars, gtools, dplyr, stringr, urca, magrittr, usethis |
| LinkingTo: | Rcpp, RcppArmadillo |
| Suggests: | knitr, rmarkdown, reshape2, ggplot2 |
| Published: | 2024-01-15 |
| Author: | Gianmarco Vacca, Stefano Bertelli |
| Maintainer: | Gianmarco Vacca <gianmarco.vacca at unicatt.it> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| CRAN checks: | bootCT results |
| Reference manual: | bootCT.pdf |
| Vignettes: |
The bootCT package |
| Package source: | bootCT_2.1.0.tar.gz |
| Windows binaries: | r-devel: bootCT_2.1.0.zip, r-release: bootCT_2.1.0.zip, r-oldrel: bootCT_2.1.0.zip |
| macOS binaries: | r-release (arm64): bootCT_2.1.0.tgz, r-oldrel (arm64): bootCT_2.1.0.tgz, r-release (x86_64): bootCT_2.1.0.tgz, r-oldrel (x86_64): bootCT_2.1.0.tgz |
| Old sources: | bootCT archive |
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