CRAN/E | bootCT

bootCT

Bootstrapping the ARDL Tests for Cointegration

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

Version 2.1.0
R ≥ 3.5.0
Published 2024-01-15 101 days ago
Needs compilation? yes
License GPL-2
License GPL-3
CRAN checks bootCT results

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Maintainer

Maintainer

Gianmarco Vacca

gianmarco.vacca@unicatt.it

Authors

Gianmarco Vacca
Stefano Bertelli

Material

Reference manual
Package source

Vignettes

The bootCT package

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

bootCT archive

Depends

R ≥ 3.5.0

Imports

Rcpp
pracma
aod
ARDL
dynamac
vars
gtools
dplyr
stringr
urca
magrittr
usethis

Suggests

knitr
rmarkdown
reshape2
ggplot2

LinkingTo

Rcpp
RcppArmadillo