nardl: Nonlinear Cointegrating Autoregressive Distributed Lag Model

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 <doi:10.1007/978-1-4899-8008-3_9>).

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Package details

AuthorTaha Zaghdoudi
MaintainerTaha Zaghdoudi <[email protected]>
Package repositoryView on CRAN
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nardl documentation built on May 1, 2019, 10:31 p.m.