Package: ardlverse
Type: Package
Title: Comprehensive ARDL: Panel, Bootstrap and Fourier Methods
Version: 2.1.2
Date: 2026-10-30
Authors@R: c(
    person("Muhammad Abdullah", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com", 
           role = c("aut", "cre"),
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Yeleazar", "Levchenko", 
           role = "ctb",
           comment = "Bug fixes and PMG/MG/DFE corrections for panel_ardl in v2.0.0 (KSE)"))
Description: A unified framework for Autoregressive Distributed Lag
        (ARDL) modeling and cointegration analysis. Implements Panel
        ARDL with Pooled Mean Group (PMG), Mean Group (MG), and Dynamic
        Fixed Effects (DFE) estimators following Pesaran, Shin and
        Smith (1999) <doi:10.1080/01621459.1999.10474156>. Provides the
        bounds test of Pesaran, Shin and Smith (2001)
        <doi:10.1002/jae.616> with the critical values of Kripfganz and
        Schneider (2020) <doi:10.1111/obes.12377> and with recursive
        bootstrap critical values following Bertelli, Vacca and Zoia
        (2022) <doi:10.1016/j.econmod.2022.105987> and McNown, Sam and
        Goh (2018) <doi:10.1080/00036846.2017.1366643>. Includes
        Quantile Nonlinear ARDL (QNARDL) combining distributional and
        asymmetric effects based on Shin, Yu and Greenwood-Nimmo (2014)
        <doi:10.1007/978-1-4899-8008-3_9>, Fourier ARDL for modeling
        smooth structural breaks following Enders and Lee (2012)
        <doi:10.1016/j.econlet.2012.04.081>, and Fourier (bootstrap)
        nonlinear ARDL. Features include Augmented ARDL (AARDL) with
        deferred t and F tests, Multiple-Threshold NARDL for complex
        asymmetries, Rolling/Recursive ARDL for time-varying
        relationships, and Panel NARDL for nonlinear panel
        cointegration. All methods include comprehensive diagnostics,
        publication-ready outputs, and visualization tools.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/ardlverse
BugReports: https://github.com/muhammedalkhalaf/ardlverse/issues
Encoding: UTF-8
LazyData: true
Depends: R (>= 4.0.0)
Imports: stats, MASS, quantreg, lmtest, ggplot2, gridExtra, graphics,
        grDevices
Suggests: testthat (>= 3.0.0), knitr, rmarkdown, covr
RoxygenNote: 7.3.3
Config/testthat/edition: 3
NeedsCompilation: no
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-10-31 05:48:28 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/ardlverse
RemoteRef: HEAD
RemoteSha: a960271ebb2ae7bf0ffc4c53d7a67442ad45d050
Packaged: 2026-10-31 07:22:59 UTC; root
Author: Muhammad Abdullah Alkhalaf [aut, cre] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Yeleazar Levchenko [ctb] (Bug fixes and PMG/MG/DFE corrections for
    panel_ardl in v2.0.0 (KSE))
Maintainer: Muhammad Abdullah Alkhalaf <muhammedalkhalaf@gmail.com>