Bootstrapping the ARDL Tests for Cointegration


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Documentation for package ‘bootCT’ version 2.1.0

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boot_ardl Bootstrap ARDL
ger_macro Investment, Income and Consumption dataset.
ita_macro Export, Foreign Investment and GDP dataset.
lag_mts Create matrix of lagged variables
sim_vecm_ardl Generate data from a VECM/ARDL equation
smk_crit Critical values of the F-test on the independent variables in the conditional ARDL model.
summary.bootCT Summary method