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:	2.1.0
Depends:	R (≥ 3.5.0)
Imports:	Rcpp, pracma, aod, ARDL, dynamac, vars, gtools, dplyr, stringr, urca, magrittr, usethis
LinkingTo:	Rcpp, RcppArmadillo
Suggests:	knitr, rmarkdown, reshape2, ggplot2
Published:	2024-01-15
DOI:	10.32614/CRAN.package.bootCT
Author:	Gianmarco Vacca, Stefano Bertelli
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.html , bootCT.pdf
Vignettes:	The bootCT package (source, R code)

Downloads:

Package source:	bootCT_2.1.0.tar.gz
Windows binaries:	r-devel: bootCT_2.1.0.zip, r-release: bootCT_2.1.0.zip, r-oldrel: bootCT_2.1.0.zip
macOS binaries:	r-release (arm64): bootCT_2.1.0.tgz, r-oldrel (arm64): bootCT_2.1.0.tgz, r-release (x86_64): bootCT_2.1.0.tgz, r-oldrel (x86_64): bootCT_2.1.0.tgz
Old sources:	bootCT archive

Linking:

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