vcov_custom

A matrix representing the independent variables.

indep_vars

A numeric vector representing the regression's residuals.

model_res

<code>vcov_custom</code> creates the Variance-Covariance matrix of a regression. It
is used instead of the <code><a rd-options="stats" href="/link/vcov?package=ARDL&version=0.1.0&to=stats" data-mini-rdoc="stats::vcov">vcov</a></code> because the latter doesn't
work with <code><a rd-options="stats" href="/link/.lm.fit?package=ARDL&version=0.1.0&to=stats" data-mini-rdoc="stats::.lm.fit">.lm.fit</a></code>.

internal

Creates complex autoregressive distributed lag (ARDL) models
providing just the order and automatically constructs the underlying
unrestricted and restricted error correction model (ECM). It also performs
the bounds-test for cointegration as described in Pesaran et al. (2001) <doi:10.1002/jae.616> and provides the multipliers and the cointegrating
equation.

Kleanthis Natsiopoulos

ARDL

ARDL, ECM and Bounds-Test for Cointegration

Nickolaos Tzeremes

University of Thessaly, Department of Economics 

vcov_custom function

<code>vcov_custom</code> creates the Variance-Covariance matrix of a regression. It
is used instead of the <code><a rd-options='stats' href='vcov'>vcov</a></code> because the latter doesn't
work with <code><a rd-options='stats' href='.lm.fit'>.lm.fit</a></code>.

vcov_custom: Variance-Covariance matrix of a regression

Description

Usage

Arguments

Value

See Also