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dLagM: An R package for distributed lag models and ARDL bounds testing

In this article, we introduce the R package dLagM for the implementation of distributed lag models and autoregressive distributed lag (ARDL) bounds testing to explore the short and long-run relationships between dependent and independent time series. Distributed lag models constitute a large class o...

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Detalles Bibliográficos
Autor principal: Demirhan, Haydar
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7034805/
https://www.ncbi.nlm.nih.gov/pubmed/32084162
http://dx.doi.org/10.1371/journal.pone.0228812