r-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 <doi:10.1007/978-1-4899-8008-3_9>).
Installation
To install this package, run one of the following:
Usage Tracking
0.1.6
0.1.5
2 / 8 versions selected
Downloads (Last 6 months): 0
About
Summary
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>).
Last Updated
Feb 15, 2021 at 13:38
License
GPL-3.0-only
Total Downloads
42.4K
Supported Platforms
noarch