bootCT
Bootstrapping the ARDL Tests for Cointegration
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.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
2.1.0 |
2026-04-09 windows/windows R-4.5 | bootCT_2.1.0.zip |
538.2 KiB |