zedtaha/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>).
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Taha Zaghdoudi |
| Maintainer | Taha Zaghdoudi <zedtaha@gmail.com> |
| License | GPL-3 |
| Version | 0.1.5 |
| URL | https://github.com/zedtaha/nardl |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
