bootCT: Bootstrapping the Autoregressive Distributed Lags Tests for Cointegration

The bootstrap Autoregressive Distributed Lags (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 (commonly PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (hence 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: 1.0
Depends: R (≥ 2.10)
Imports: Rcpp (≥ 1.0.7), pracma, aod, ARDL, dynamac, vars, gtools, dplyr, ggfortify, matrixcalc, stringr, fBasics, usethis
LinkingTo: Rcpp, RcppArmadillo
Published: 2022-03-21
Author: Gianmarco Vacca
Maintainer: Gianmarco Vacca <gianmarco.vacca at unicatt.it>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: bootCT results

Documentation:

Reference manual: bootCT.pdf

Downloads:

Package source: bootCT_1.0.tar.gz
Windows binaries: r-devel: bootCT_1.0.zip, r-release: bootCT_1.0.zip, r-oldrel: bootCT_1.0.zip
macOS binaries: r-release (arm64): bootCT_1.0.tgz, r-release (x86_64): bootCT_1.0.tgz, r-oldrel: bootCT_1.0.tgz

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