Package: ardl.nardl
Type: Package
Title: Linear and Nonlinear Autoregressive Distributed Lag Models:
        General-to-Specific Approach
Version: 1.2.0
Date: 2022-11-28
Authors@R: 
      c(person("Eric I.", "Otoakhia", role = c("aut", "cre"), email = "otoakhiai@gmail.com"))
Description: Estimate the linear and nonlinear autoregressive distributed lag (ARDL & NARDL) models and the corresponding error correction models, and test for longrun and short-run asymmetric. The general-to-specific approach is also available in estimating the ARDL and NARDL models. The Pesaran, Shin & Smith (2001) (<doi:10.1002/jae.616>) bounds test for level relationships is also provided. The 'ardl.nardl' package also performs short-run and longrun symmetric restrictions available at Shin et al. (2014) <doi:10.1007/978-1-4899-8008-3_9> and their corresponding tests.
Maintainer: Eric I. Otoakhia <otoakhiai@gmail.com>
Author: Eric I. Otoakhia [aut, cre]
Contact: <otoakhiai@gmail.com>
License: GPL (>= 2)
Depends: R(>= 3.5.0)
Suggests: dynamac(>= 0.1.11)
Imports: graphics(>= 4.2.1), gets (>= 0.37), dplyr(>= 1.0.10), rlist(>=
        0.4.6.2), nardl(>= 0.1.6), stats(>= 4.2.1), car(>= 3.1-1),
        lmtest(>= 0.9-38), texreg(>= 1.38.6), stringr(>= 1.4.0),
        tseries(>= 0.10-51), sandwich(>= 2.5-1)
LazyData: true
Packaged: 2022-11-28 14:30:06 UTC; dell
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2022-11-28 22:40:06 UTC
