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 ).
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Taha Zaghdoudi, 2 years ago
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Time Series Analysis
Imports stats, strucchange, tseries, Formula, gtools
Depended on by
See at CRAN