nardl: Nonlinear Cointegrating Autoregressive Distributed Lag Model

Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the dependent variables and q lags of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 <doi:10.1007/978-1-4899-8008-3_9>).

Version: 0.1.2
Imports: stats, methods, car, strucchange, tseries, lmtest, matlab, Formula
Published: 2018-02-06
Author: Taha Zaghdoudi
Maintainer: Taha Zaghdoudi <zedtaha at>
License: GPL-3
NeedsCompilation: no
CRAN checks: nardl results


Reference manual: nardl.pdf
Package source: nardl_0.1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: nardl_0.1.2.tgz
OS X Mavericks binaries: r-oldrel: nardl_0.1.0.tgz
Old sources: nardl archive


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