nardl (0.1.5)

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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 ).

Maintainer: Zaghdoudi Taha
Author(s): Taha Zaghdoudi

License: GPL-3

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

Released about 2 years ago.

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