summary.bootCT

This function summarizes the ARDL bootstrap test and all the other asymptotic procedures all together.

The bootstrap ARDL tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - <doi:10.1016/j.econmod.2018.11.001>). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.

Gianmarco Vacca

bootCT

Bootstrapping the ARDL Tests for Cointegration

summary.bootCT function

<dl><dt>object</dt>
<dd>an object of class "<code>bootCT</code>"</dd>
<dt>...</dt>
<dd>additional arguments, e.g. <code>out</code>: subset of output to print. Options (can be multiple) are: "all", "ARDL", "VECM", "cointVECM", "cointARDL". Defaults to "all".</dd></dl>

Arguments

Summary method — summary.bootCT

<dl>

<dt>object</dt>
<dd>an object of class "<code>bootCT</code>"</dd>


<dt>...</dt>
<dd>additional arguments, e.g. <code>out</code>: subset of output to print. Options (can be multiple) are: "all", "ARDL", "VECM", "cointVECM", "cointARDL". Defaults to "all".</dd>

</dl>

summary.bootCT: Summary method

Description

Usage

Value

Arguments