Package: bootCT
Type: Package
Title: Bootstrapping the ARDL Tests for Cointegration
Version: 2.0.0
Date: 2023-11-27
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, urca, magrittr, usethis
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 3.5.0)
RoxygenNote: 7.2.3
LazyData: true
NeedsCompilation: yes
Packaged: 2023-11-30 12:02:49 UTC; gianm
Repository: CRAN
Date/Publication: 2023-11-30 12:20:03 UTC
Built: R 4.2.0; x86_64-apple-darwin17.0; 2023-12-22 06:16:52 UTC; unix
Archs: bootCT.so.dSYM
