bootCT: Bootstrapping the ARDL Tests for Cointegration

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.

Getting started

Package details

AuthorGianmarco Vacca, Stefano Bertelli
MaintainerGianmarco Vacca <>
LicenseGPL (>= 2)
Package repositoryView on CRAN
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bootCT documentation built on Sept. 27, 2022, 5:05 p.m.