Package: bootCT
Type: Package
Title: Bootstrapping the ARDL Tests for Cointegration
Version: 1.1.1
Date: 2022-09-27
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,usethis
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 3.5.0)
RoxygenNote: 7.2.1
LazyData: true
NeedsCompilation: yes
Packaged: 2022-09-27 09:37:48 UTC; gianmarco.vacca
Repository: CRAN
Date/Publication: 2022-09-27 10:00:02 UTC
Built: R 4.1.2; x86_64-apple-darwin17.0; 2022-09-28 11:13:06 UTC; unix
Archs: bootCT.so.dSYM
