mvardlurt

cranv1.0.2

Multivariate ARDL Unit Root Test. Implements the multivariate autoregressive distributed lag (ARDL) unit root test proposed by Sam, McNown, Goh, and Goh (2024) <doi:10.1080/03796205.2024.2439101>. The test augments the standard ADF regression with lagged levels of a covariate to improve power when cointegration exists. Bootstrap cri

License GPL-3strong copyleft0 versions1 maintainers4 deps123 weekly dl
muhammedalkhalaf/mvardlurt
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First published · 2026-03-16 16:43:35

Last updated · 2026-03-16T14:50:10+00:00