ARDL (Q1350327): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Kleanthis Natsiopoulos (Q76565) |
Swh import (talk | contribs) SWHID from Software Heritage |
||||||||||||||
| (16 intermediate revisions by 2 users not shown) | |||||||||||||||
| Property / last update | |||||||||||||||
| |||||||||||||||
| Property / last update: 16 May 2023 / rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Nickolaos Tzeremes / rank | |||||||||||||||
| Property / copyright license | |||||||||||||||
| Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: ggplot2 / rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: aod / rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: dplyr / rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: dynlm / rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: lmtest / rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: msm / rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: stringr / rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: zoo / rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: gridExtra / rank | |||||||||||||||
| Property / cites work | |||||||||||||||
| Property / cites work: Bounds testing approaches to the analysis of level relationships / rank | |||||||||||||||
| Property / cites work | |||||||||||||||
| Property / cites work: ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R / rank | |||||||||||||||
| Property / depends on software | |||||||||||||||
| Property / depends on software: R / rank | |||||||||||||||
| Property / software version identifier | |||||||||||||||
0.1.0 | |||||||||||||||
| Property / software version identifier: 0.1.0 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / software version identifier: 0.1.0 / qualifier | |||||||||||||||
publication date: 10 April 2020
| |||||||||||||||
| Property / software version identifier | |||||||||||||||
0.1.1 | |||||||||||||||
| Property / software version identifier: 0.1.1 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / software version identifier: 0.1.1 / qualifier | |||||||||||||||
publication date: 10 January 2021
| |||||||||||||||
| Property / software version identifier | |||||||||||||||
0.2.0 | |||||||||||||||
| Property / software version identifier: 0.2.0 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / software version identifier: 0.2.0 / qualifier | |||||||||||||||
publication date: 29 June 2022
| |||||||||||||||
| Property / software version identifier | |||||||||||||||
0.2.1 | |||||||||||||||
| Property / software version identifier: 0.2.1 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / software version identifier: 0.2.1 / qualifier | |||||||||||||||
publication date: 19 November 2022
| |||||||||||||||
| Property / software version identifier | |||||||||||||||
0.2.4 | |||||||||||||||
| Property / software version identifier: 0.2.4 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / software version identifier: 0.2.4 / qualifier | |||||||||||||||
publication date: 21 August 2023
| |||||||||||||||
| Property / last update | |||||||||||||||
21 August 2023
| |||||||||||||||
| Property / last update: 21 August 2023 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / description | |||||||||||||||
Creates complex autoregressive distributed lag (ARDL) models and constructs the underlying unrestricted and restricted error correction model (ECM) automatically, just by providing the order. It also performs the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.616> and provides the multipliers and the cointegrating equation. The validity and the accuracy of this package have been verified by successfully replicating the results of Pesaran et al. (2001) in Natsiopoulos and Tzeremes (2022) <doi:10.1002/jae.2919>. | |||||||||||||||
| Property / description: Creates complex autoregressive distributed lag (ARDL) models and constructs the underlying unrestricted and restricted error correction model (ECM) automatically, just by providing the order. It also performs the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.616> and provides the multipliers and the cointegrating equation. The validity and the accuracy of this package have been verified by successfully replicating the results of Pesaran et al. (2001) in Natsiopoulos and Tzeremes (2022) <doi:10.1002/jae.2919>. / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Kleanthis Natsiopoulos / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / author | |||||||||||||||
| Property / author: Nickolaos Tzeremes / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / copyright license | |||||||||||||||
| Property / copyright license: GNU General Public License, version 3.0 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / depends on software | |||||||||||||||
| Property / depends on software: R / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / depends on software: R / qualifier | |||||||||||||||
software version identifier: ≥ 3.5.0 | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: aod / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: dplyr / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: dynlm / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: gridExtra / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: ggplot2 / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: lmtest / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: msm / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: stringr / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / imports | |||||||||||||||
| Property / imports: zoo / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / cites work | |||||||||||||||
| Property / cites work: Bounds testing approaches to the analysis of level relationships / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / cites work | |||||||||||||||
| Property / cites work: ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Software Heritage ID | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:123eaf4d0510540d58716667fd927f92d6dcd66a / rank | |||||||||||||||
Normal rank | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:123eaf4d0510540d58716667fd927f92d6dcd66a / qualifier | |||||||||||||||
| Property / Software Heritage ID: swh:1:snp:123eaf4d0510540d58716667fd927f92d6dcd66a / qualifier | |||||||||||||||
point in time: 15 October 2023
| |||||||||||||||
| links / mardi / name | links / mardi / name | ||||||||||||||
Latest revision as of 23:06, 13 March 2024
ARDL, ECM and Bounds-Test for Cointegration
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ARDL |
ARDL, ECM and Bounds-Test for Cointegration |
Statements
21 August 2023
0 references
Creates complex autoregressive distributed lag (ARDL) models and constructs the underlying unrestricted and restricted error correction model (ECM) automatically, just by providing the order. It also performs the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.616> and provides the multipliers and the cointegrating equation. The validity and the accuracy of this package have been verified by successfully replicating the results of Pesaran et al. (2001) in Natsiopoulos and Tzeremes (2022) <doi:10.1002/jae.2919>.
0 references
