nardl:An R package to estimate the nonlinear cointegrating autoregressive distributed lag model

Computes the nonlinear cointegrating autoregressive distributed lag model with p lags of the dependent variable and q lags of independent variables proposed by (Shin, Yu & Greenwood-Nimmo, 2014 <doi:10.1007/978-1-4899-8008-3_9>).
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