<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Linear and Nonlinear Autoregressive Distributed Lag Models:
General-to-Specific Approach</dc:title>
  <dc:title>R package ardl.nardl version 1.3.0</dc:title>
  <dc:subject>CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries)</dc:subject>
  <dc:description>Estimate the linear and nonlinear autoregressive distributed lag (ARDL &amp; NARDL) models and the corresponding error correction models, and test for longrun and short-run asymmetric. The general-to-specific approach is also available in estimating the ARDL and NARDL models. The Pesaran, Shin &amp; Smith (2001) (&lt;doi:10.1002/jae.616&gt;) bounds test for level relationships is also provided. The 'ardl.nardl' package also performs short-run and longrun symmetric restrictions available at Shin et al. (2014) &lt;doi:10.1007/978-1-4899-8008-3_9&gt; and their corresponding tests.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R(&gt;= 3.5.0)</dc:relation>
  <dc:relation>Imports: gets, plyr, dplyr, rlist, nardl, car, lmtest, texreg, stringr,
tseries, sandwich, purrr, tidyselect</dc:relation>
  <dc:relation>Suggests: dynamac</dc:relation>
  <dc:creator>Eric I. Otoakhia &lt;otoakhiai@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Eric I. Otoakhia [aut, cre]</dc:contributor>
  <dc:rights>GPL (&gt;= 2)</dc:rights>
  <dc:date>2024-01-30</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=ardl.nardl</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.ardl.nardl</dc:identifier>
</oai_dc:dc>
