ardlverse: Comprehensive ARDL Modeling Framework: Panel, Bootstrap,
Quantile-Nonlinear, and Fourier Extensions
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 & Smith (1999) <doi:10.1002/jae.616>.
Provides bootstrap-based bounds testing per Pesaran, Shin & Smith (2001)
<doi:10.1002/jae.616>. Includes Quantile Nonlinear ARDL (QNARDL) combining
distributional and asymmetric effects based on Shin, Yu & Greenwood-Nimmo (2014)
<doi:10.1007/978-1-4899-8008-3_9>, and Fourier ARDL for modeling smooth
structural breaks following Enders & Lee (2012) <doi:10.1016/j.econlet.2012.05.019>.
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.
| Version: |
1.1.2 |
| Depends: |
R (≥ 4.0.0) |
| Imports: |
stats, MASS, quantreg, lmtest, ggplot2, gridExtra, graphics, grDevices |
| Suggests: |
testthat (≥ 3.0.0), knitr, rmarkdown, covr |
| Published: |
2026-03-11 |
| DOI: |
10.32614/CRAN.package.ardlverse (may not be active yet) |
| Author: |
Muhammad Abdullah Alkhalaf
 [aut, cre],
Merwan Roudane [ctb] (Original Stata implementations) |
| Maintainer: |
Muhammad Abdullah Alkhalaf <muhammedalkhalaf at gmail.com> |
| BugReports: |
https://github.com/muhammedalkhalaf/ardlverse/issues |
| License: |
GPL-3 |
| URL: |
https://github.com/muhammedalkhalaf/ardlverse |
| NeedsCompilation: |
no |
| Materials: |
README |
| CRAN checks: |
ardlverse results |
Documentation:
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