Nardl:An R Package To Estimate The Nonlinear Cointegrating Autoregressive Distributed Lag Model

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Taha Zaghdoudi;
(2018)

<p>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 &amp; Greenwood-Nimmo, 2014 &lt;doi:10.1007/978-1-4899-8008-3_9&gt;).<br> }</p>
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