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

Package details

AuthorTaha Zaghdoudi
MaintainerTaha Zaghdoudi <[email protected]>
LicenseGPL-3
Version0.1.5
URL https://github.com/zedtaha/nardl
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
install.packages("remotes")
remotes::install_github("zedtaha/nardl")
zedtaha/nardl documentation built on May 26, 2019, 6:32 a.m.