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ardlverse
View on CRAN: Click
here
Download and install ardlverse package within the R console
Install from CRAN:
install.packages("ardlverse")
Install from Github:
library("remotes")
install_github("cran/ardlverse") Install by package version:
library("remotes")
install_version("ardlverse", "2.0.0") Attach the package and use:
library("ardlverse")
Maintained by
Muhammad Abdullah Alkhalaf
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-03-11
Latest Update: 2026-03-11
Description:
A unified framework for Autoregressive Distributed Lag (ARDL) modeling and cointegration analysis. Implements Panel ARDL with Pooled Mean Group (PMG), Mean Group (MG), and Dynamic Fixed Effects (DFE) estimators following Pesaran, Shin & Smith (1999) <doi:10.1002/jae.616>. Provides bootstrap-based bounds testing per Pesaran, Shin & Smith (2001) <doi:10.1002/jae.616>. Includes Quantile Nonlinear ARDL (QNARDL) combining distributional and asymmetric effects based on Shin, Yu & Greenwood-Nimmo (2014) <doi:10.1007/978-1-4899-8008-3_9>, and Fourier ARDL for modeling smooth structural breaks following Enders & Lee (2012) <doi:10.1016/j.econlet.2012.05.019>. Features include Augmented ARDL (AARDL) with deferred t and F tests, Multiple-Threshold NARDL for complex asymmetries, Rolling/Recursive ARDL for time-varying relationships, and Panel NARDL for nonlinear panel cointegration. All methods include comprehensive diagnostics, publication-ready outputs, and visualization tools.
How to cite:
Muhammad Abdullah Alkhalaf (2026). ardlverse: Comprehensive ARDL: Panel, Bootstrap and Fourier Methods. R package version 2.0.0, https://cran.r-project.org/web/packages/ardlverse. Accessed 25 Oct. 2026.
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