ardl.nardl: Linear and Nonlinear Autoregressive Distributed Lag Models:
General-to-Specific Approach
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 |
| DOI: |
10.32614/CRAN.package.ardl.nardl |
| 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 |
Documentation:
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