[aut, cre,
dis],
Nickolaos Tzeremes
[ths],
University of Thessaly, Department of Economics [dgg]Creates complex autoregressive distributed lag (ARDL) models providing just the order and automatically constructs the underlying unrestricted and restricted error correction model (ECM). It also performs the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.616> and provides the multipliers and the cointegrating equation.
| Version: | 0.1.0 |
| Depends: | R (≥ 3.2.0) |
| Imports: | aod, dplyr, dynlm, lmtest, msm, stringr, zoo |
| Suggests: | qpcR, sandwich, xts |
| Published: | 2020-04-10 |
| Author: | Kleanthis Natsiopoulos
[aut, cre,
dis],
Nickolaos Tzeremes
[ths],
University of Thessaly, Department of Economics [dgg] |
| Maintainer: | Kleanthis Natsiopoulos <klnatsio at gmail.com> |
| License: | GPL-3 |
| URL: | https://github.com/Natsiopoulos/ARDL |
| NeedsCompilation: | no |
| Citation: | ARDL citation info |
| Materials: | README NEWS |
| CRAN checks: | ARDL results |
| Reference manual: | ARDL.pdf |
| Package source: | ARDL_0.1.0.tar.gz |
| Windows binaries: | r-devel: ARDL_0.1.0.zip, r-release: ARDL_0.1.0.zip, r-oldrel: ARDL_0.1.0.zip |
| macOS binaries: | r-release: ARDL_0.1.0.tgz, r-oldrel: ARDL_0.1.0.tgz |
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