nardl (0.1.5)

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Nonlinear Cointegrating Autoregressive Distributed Lag Model.

https://github.com/zedtaha/nardl
http://cran.r-project.org/web/packages/nardl

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 ).

Maintainer: Zaghdoudi Taha
Author(s): Taha Zaghdoudi

License: GPL-3

Uses: Formula, gtools, strucchange, tseries, testthat
Reverse depends: dLagM

Released over 1 year ago.


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