bootCT: Bootstrapping the ARDL Tests for Cointegration
The bootstrap ARDL tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - <doi:10.1016/j.econmod.2018.11.001>). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.
| Version: | 2.1.0 |
| Depends: | R (≥ 3.5.0) |
| Imports: | Rcpp,pracma,aod,ARDL,dynamac,vars,gtools,dplyr,stringr,urca,magrittr,usethis |
| LinkingTo: | Rcpp,RcppArmadillo |
| Suggests: | knitr,rmarkdown,reshape2,ggplot2 |
| Published: | 2024-01-15 |
| DOI: | 10.32614/CRAN.package.bootCT |
| Author: | Gianmarco Vacca, Stefano Bertelli |
| Maintainer: | Gianmarco Vacca <gianmarco.vacca at unicatt.it> |
| License: | GPL-2 |GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | yes |
| CRAN checks: | bootCT results |
Documentation:
Downloads:
Linking:
Please use the canonical formhttps://CRAN.R-project.org/package=bootCTto link to this page.