Description

Creates complex autoregressive distributed lag (ARDL) models providing just the order and automatically constructs the underlying unrestricted and restricted error correction model (ECM). It also performs the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.616> and provides the multipliers and the cointegrating equation.

Author(s)

Maintainer: Kleanthis Natsiopoulos klnatsio@gmail.com (ORCID)

Authors:

• Nickolaos Tzeremes bus9nt@econ.uth.gr (ORCID)

See Also

Useful links:

• https://github.com/Natsiopoulos/ARDL