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bootCT  

Bootstrapping the ARDL Tests for Cointegration
View on CRAN: Click here


Download and install bootCT package within the R console
Install from CRAN:
install.packages("bootCT")

Install from Github:
library("remotes")
install_github("cran/bootCT")

Install by package version:
library("remotes")
install_version("bootCT", "2.1.0")



Attach the package and use:
library("bootCT")
Maintained by
Gianmarco Vacca
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2022-03-21
Latest Update: 2024-01-15
Description:
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 - ) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - ). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.
How to cite:
Gianmarco Vacca (2022). bootCT: Bootstrapping the ARDL Tests for Cointegration. R package version 2.1.0, https://cran.r-project.org/web/packages/bootCT. Accessed 22 Dec. 2024.
Previous versions and publish date:
1.0 (2022-03-21 08:50), 1.1.1 (2022-09-27 12:00), 1.1 (2022-07-18 10:40), 2.0.0 (2023-11-30 13:20)
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