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: |
1.1 |
| Depends: |
R (≥ 2.10) |
| Imports: |
Rcpp, pracma, aod, ARDL, dynamac, vars, gtools, dplyr, stringr, usethis |
| LinkingTo: |
Rcpp, RcppArmadillo |
| Published: |
2022-07-18 |
| 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 |
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