Bootstrapping the ARDL Tests for Cointegration

The bootstrap ARDL tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (PSS; 2001 - ) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - ). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.