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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 |
DOI: | 10.32614/CRAN.package.bootCT |
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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These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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