Package: bootCT
Type: Package
Title: Bootstrapping the Autoregressive Distributed Lags Tests for
        Cointegration
Version: 1.0
Date: 2022-03-16
Author: Gianmarco Vacca
Maintainer: Gianmarco Vacca <gianmarco.vacca@unicatt.it>
Description: The bootstrap Autoregressive Distributed Lags (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 (commonly PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (hence 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 (>= 1.0.7), pracma, aod, ARDL, dynamac, vars, gtools,
        dplyr, ggfortify, matrixcalc, stringr,fBasics,usethis
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 2.10)
RoxygenNote: 7.1.2
LazyData: true
NeedsCompilation: yes
Packaged: 2022-03-17 10:10:23 UTC; gianmarco.vacca
Repository: CRAN
Date/Publication: 2022-03-21 07:50:33 UTC
Built: R 4.0.5; x86_64-apple-darwin17.0; 2022-03-22 11:31:32 UTC; unix
Archs: bootCT.so.dSYM
