nardl: Nonlinear Cointegrating Autoregressive Distributed Lag Model

Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the dependent variables and q lags of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 <doi:10.1007/978-1-4899-8008-3_9>).

Version: 0.1.5
Imports: stats, strucchange, tseries, Formula, gtools
Suggests: testthat
Published: 2018-05-07
Author: Taha Zaghdoudi
Maintainer: Taha Zaghdoudi <zedtaha at>
License: GPL-3
NeedsCompilation: no
In views: TimeSeries
CRAN checks: nardl results


Reference manual: nardl.pdf
Package source: nardl_0.1.5.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: nardl_0.1.5.tgz, r-oldrel: nardl_0.1.5.tgz
Old sources: nardl archive


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