nardl: Nonlinear Cointegrating Autoregressive Distributed Lag Model
Version 0.1.0

Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the dependent variables and q lags of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 ).

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Package details

AuthorTaha Zaghdoudi
Date of publication2017-07-04 20:24:08 UTC
MaintainerTaha Zaghdoudi <[email protected]>
Package repositoryView on CRAN
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nardl documentation built on July 5, 2017, 1:03 a.m.