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