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 Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=bootCT to link to this page.
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