Package: ardl.nardl
Type: Package
Title: Linear and Nonlinear Autoregressive Distributed Lag Models:
        General-to-Specific Approach
Version: 1.3.0
Date: 2024-01-30
Authors@R: 
      c(person("Eric I.", "Otoakhia", role = c("aut", "cre"), email = "otoakhiai@gmail.com"))
Description: 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.
Maintainer: Eric I. Otoakhia <otoakhiai@gmail.com>
Author: Eric I. Otoakhia [aut, cre]
Contact: <otoakhiai@gmail.com>
License: GPL (>= 2)
Depends: R(>= 3.5.0)
Suggests: dynamac
Imports: gets, plyr, dplyr, rlist, nardl, car, lmtest, texreg, stringr,
        tseries, sandwich, purrr, tidyselect
LazyData: true
Packaged: 2024-01-30 06:28:57 UTC; dell
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2024-01-30 07:00:02 UTC
Built: R 4.2.3; ; 2024-01-30 10:39:12 UTC; unix
