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>).
copied from cf-post-staging / r-nardl| Label | Latest Version |
|---|---|
| main | 0.1.6 |
| gcc7 | 0.1.5 |
| cf201901 | 0.1.5 |
| cf202003 | 0.1.5 |
