ARDL (Q1350327): Difference between revisions

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@@ Property / cites work @@
-Bounds testing approaches to the analysis of level relationships
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-ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R
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+.1.0
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+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>.
+Normal rank
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+Kleanthis Natsiopoulos
@@ Property / author: Kleanthis Natsiopoulos / rank @@
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+Nickolaos Tzeremes
@@ Property / author: Nickolaos Tzeremes / rank @@
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+GNU General Public License, version 3.0
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+R
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@@ Property / imports: stringr / rank @@
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@@ Property / imports @@
+zoo
@@ Property / imports: zoo / rank @@
+Normal rank
@@ Property / cites work @@
+Bounds testing approaches to the analysis of level relationships
+Normal rank
@@ Property / cites work @@
+ARDL bounds test for cointegration: Replicating the Pesaran et al. (2001) results for the UK earnings equation using R
+Normal rank
@@ Property / Software Heritage ID @@
+swh:1:snp:123eaf4d0510540d58716667fd927f92d6dcd66a
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+source code repository: https://github.com/cran/ARDL
+point in time: 15 October 2023Timestamp +2023-10-15T00:00:00Z
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+Software:1350327

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

source code repository

https://github.com/cran/ARDL

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instance of

R package

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software version identifier

0.2.2

publication date

9 February 2023

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0.2.3

publication date

16 May 2023

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0.1.0

publication date

10 April 2020

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0.1.1

publication date

10 January 2021

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0.2.0

publication date

29 June 2022

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0.2.1

publication date

19 November 2022

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0.2.4

publication date

21 August 2023

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maintained by

Kleanthis Natsiopoulos

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programmed in

R

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MaRDI profile type

MaRDI software profile

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last update

21 August 2023

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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>.

0 references

author

Kleanthis Natsiopoulos

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Nickolaos Tzeremes

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copyright license

GNU General Public License, version 3.0

0 references

depends on software

R

software version identifier