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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
Browse package contents
Package details |
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| Author | Gianmarco Vacca, Stefano Bertelli |
| Maintainer | Gianmarco Vacca <gianmarco.vacca@unicatt.it> |
| License | GPL (>= 2) |
| Version | 1.1.1 |
| Package repository | View on CRAN |
| Installation |
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