Creates complex autoregressive distributed lag (ARDL) models and 
    constructs the underlying unrestricted and restricted error correction 
    model (ECM) automatically, just by providing the order. It also performs
    the bounds-test for cointegration as described in Pesaran et al. (2001) 
    <doi:10.1002/jae.616> and provides the multipliers and the cointegrating
    equation. The validity and the accuracy of this package have been verified 
    by successfully replicating the results of Pesaran et al. (2001) in 
    Natsiopoulos and Tzeremes (2022) <doi:10.1002/jae.2919>.

Estimate the linear and nonlinear autoregressive distributed lag (ARDL & 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 & Smith (2001) (<doi:10.1002/jae.616>) 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) <doi:10.1007/978-1-4899-8008-3_9> and their corresponding tests.

A unified framework for Autoregressive Distributed Lag (ARDL) modeling 
    and cointegration analysis. Implements Panel ARDL with Pooled Mean Group (PMG), 
    Mean Group (MG), and Dynamic Fixed Effects (DFE) estimators following 
    Pesaran, Shin & Smith (1999) <doi:10.1002/jae.616>. 
    Provides bootstrap-based bounds testing per Pesaran, Shin & Smith (2001) 
    <doi:10.1002/jae.616>. Includes Quantile Nonlinear ARDL (QNARDL) combining 
    distributional and asymmetric effects based on Shin, Yu & Greenwood-Nimmo (2014) 
    <doi:10.1007/978-1-4899-8008-3_9>, and Fourier ARDL for modeling smooth 
    structural breaks following Enders & Lee (2012) <doi:10.1016/j.econlet.2012.05.019>. 
    Features include Augmented ARDL (AARDL) with deferred t and F tests, 
    Multiple-Threshold NARDL for complex asymmetries, Rolling/Recursive ARDL 
    for time-varying relationships, and Panel NARDL for nonlinear panel cointegration. 
    All methods include comprehensive diagnostics, publication-ready outputs, 
    and visualization tools.