Installation
About
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.
Key Metrics
Downloads
Yesterday | 9 0% |
Last 7 days | 57 -8% |
Last 30 days | 261 -12% |
Last 90 days | 846 -35% |
Last 365 days | 3.568 +1% |