gen_boot_ardl: Call to cpp function to generate data following a conditional...

In bootCT: Bootstrapping the ARDL Tests for Cointegration

Call to cpp function to generate data following a conditional ARDL/VECM model

Description

Call to cpp function to generate data following a conditional ARDL/VECM model

Usage

gen_boot_ardl(r_in, GAMMAX, A, start_z, omegat, interc, trend)

Arguments

r_in	matrix of residuals
GAMMAX	short term parameters
A	long term parameters
start_z	initial observations
omegat	parameter vector implied in conditioning
interc	intercept vector
trend	trend vector

bootCT documentation built on Sept. 27, 2022, 5:05 p.m.