ardlverse: Comprehensive ARDL: Panel, Bootstrap and Fourier Methods
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 and Smith (1999) <doi:10.1080/01621459.1999.10474156>.
Provides the bounds test of Pesaran, Shin and Smith (2001)
<doi:10.1002/jae.616> with the critical values of Kripfganz and Schneider
(2020) <doi:10.1111/obes.12377> and with recursive bootstrap critical
values following Bertelli, Vacca and Zoia (2022)
<doi:10.1016/j.econmod.2022.105987> and McNown, Sam and Goh (2018)
<doi:10.1080/00036846.2017.1366643>. Includes Quantile Nonlinear ARDL
(QNARDL) combining distributional and asymmetric effects based on Shin, Yu
and Greenwood-Nimmo (2014) <doi:10.1007/978-1-4899-8008-3_9>, Fourier ARDL
for modeling smooth structural breaks following Enders and Lee (2012)
<doi:10.1016/j.econlet.2012.04.081>, and Fourier (bootstrap) nonlinear ARDL.
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.
| Version: |
2.1.0 |
| Depends: |
R (≥ 4.0.0) |
| Imports: |
stats, MASS, quantreg, lmtest, ggplot2, gridExtra, graphics, grDevices |
| Suggests: |
testthat (≥ 3.0.0), knitr, rmarkdown, covr |
| Published: |
2026-10-10 |
| DOI: |
10.32614/CRAN.package.ardlverse |
| Author: |
Muhammad Abdullah Alkhalaf
 [aut, cre],
Yeleazar Levchenko [ctb] (Bug fixes and PMG/MG/DFE corrections for
panel_ardl in v2.0.0 (KSE)) |
| Maintainer: |
Muhammad Abdullah Alkhalaf <muhammedalkhalaf at gmail.com> |
| BugReports: |
https://github.com/muhammedalkhalaf/ardlverse/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/muhammedalkhalaf/ardlverse |
| NeedsCompilation: |
no |
| Materials: |
README, NEWS |
| CRAN checks: |
ardlverse results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=ardlverse
to link to this page.