Linear and Nonlinear Autoregressive Distributed Lag Models: General-to-Specific Approach
Import from package nardl
Linear and Nonlinear Autoregressive Distributed Lag Models: General-to...
Estimate the ARDL and ARDL Error Correction Model.
Obtain the best ARDL model specification and bounds test.
Import from package nardl
Import from package nardl
A function in 'dynamac' package to Perform Pesaran, Shin, and Smith (2...
General-to-specific approach for the autoregressive distributed lag mo...
Parsimonious NARDL model
Lag a matrix
Obtain the best NARDL model specification and bounds test.
A NARDL model with two decomposed variables
Estimate the nonlinear ARDL (NARDL) Error Correction Model
Short-run symmetry restrictions (SRSR) and the longrun symmetry restri...
Rename the coefficient of the nardl_uecm summary output
Time series data on output and unemployment in Canada, Japan and Unite...
Estimate the linear and nonlinear autoregressive distributed lag (ARDL & NARDL) models and the corresponding error correction models, and test for longrun and short-run asymmetric. The general-to-specific approach is also available in estimating the ARDL and NARDL models. The Pesaran, Shin & Smith (2001) (<doi:10.1002/jae.616>) bounds test for level relationships is also provided. The 'ardl.nardl' package also performs short-run and longrun symmetric restrictions available at Shin et al. (2014) <doi:10.1007/978-1-4899-8008-3_9> and their corresponding tests.