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.

Version: 1.1.1
Depends: R (≥ 3.5.0)
Imports: Rcpp, pracma, aod, ARDL, dynamac, vars, gtools, dplyr, stringr, usethis
LinkingTo: Rcpp, RcppArmadillo
Published: 2022-09-27
Author: Gianmarco Vacca, Stefano Bertelli
Maintainer: Gianmarco Vacca <gianmarco.vacca at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: yes
CRAN checks: bootCT results


Reference manual: bootCT.pdf


Package source: bootCT_1.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): bootCT_1.1.1.tgz, r-oldrel (arm64): bootCT_1.1.1.tgz, r-release (x86_64): bootCT_1.1.1.tgz, r-oldrel (x86_64): bootCT_1.1.1.tgz
Old sources: bootCT archive


Please use the canonical form to link to this page.