Package: bootCT
Type: Package
Title: Bootstrapping the ARDL Tests for Cointegration
Version: 2.1.0
Author: Gianmarco Vacca, Stefano Bertelli
Maintainer: Gianmarco Vacca <gianmarco.vacca@unicatt.it>
Description: The bootstrap ARDL tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - <doi:10.1016/j.econmod.2018.11.001>). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.
License: GPL (>= 2)
Encoding: UTF-8
Imports: Rcpp, pracma, aod, ARDL, dynamac, vars, gtools, dplyr,
        stringr, urca, magrittr, usethis
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 3.5.0)
RoxygenNote: 7.2.3
LazyData: true
Suggests: knitr, rmarkdown, reshape2, ggplot2
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2024-01-15 11:27:27 UTC; gianm
Repository: CRAN
Date/Publication: 2024-01-15 12:00:02 UTC
Built: R 4.2.3; aarch64-apple-darwin20; 2024-01-15 13:04:47 UTC; unix
Archs: bootCT.so.dSYM
