bootCT
2.1.0Bootstrapping the ARDL Tests for Cointegration
Overview
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.
Install
Health
- NOTE r-devel-linux-x86_64-debian-clang
- NOTE r-devel-linux-x86_64-debian-gcc
- NOTE2026-06-0911 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-06-0811 OK · 1 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-04-2212 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- ERROR2026-04-1811 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
- NOTE2026-03-1012 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 67%
- Documented parameters
- not tracked
- Return-value docs
- not tracked
- References docs
- 0%
Downloads
Dependencies
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Code & Tests
Datasets
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Package metadata
- First published
- 2022-03-21
- Total releases
- 5 / 4 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.5.0
- Bundled data
- 5.8 KB / 3 files
- Download size
- 97 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
Cite
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