kardl

Authors Huseyin karamelikli, Huseyin Utku Demir

Last update 16 September 2026

Copyright license GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 0.1.1, 1.1.0, 1.3.0, 1.3.1, 2.0.2, 2.0.4, 2.0.5, 2.0.6

Description

Implements estimation procedures for Autoregressive Distributed Lag (ARDL) and Nonlinear ARDL (NARDL) models, which allow researchers to investigate both short- and long-run relationships in time series data under mixed orders of integration. The package supports simultaneous modeling of symmetric and asymmetric regressors, flexible treatment of short-run and long-run asymmetries, and automated equation handling. It includes several cointegration testing approaches such as the Pesaran-Shin-Smith F and t bounds tests, and narayan test. Methodological foundations are provided in Pesaran, Shin, and Smith (2001) <doi:10.1016/S0304-4076(01)00049-5> and Shin, Yu, and Greenwood-Nimmo (2014, ISBN:9780123855079).

Cites work

Testing additivity in generalized nonparametric regression models with estimated parameters

This page was built for software: kardl