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CRAN packages
19 matches-
Multiple Granger Causality Tests for Time Series and Panel Data
Muhammad Alkhalaf 283 downloads/30d -
Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold & Unit Root Tests
Muhammad Alkhalaf 280 downloads/30d -
Cointegration Tests with Structural Breaks in Small Samples
Muhammad Alkhalaf 269 downloads/30d -
Cross-Sectionally Augmented Panel Quantile ARDL
Muhammad Alkhalaf 262 downloads/30d -
Hatemi-J Cointegration Test with Two Unknown Regime Shifts
Muhammad Alkhalaf 255 downloads/30d -
Bootstrap Slope Heterogeneity Test for Panel Data
Muhammad Alkhalaf 239 downloads/30d -
Residual-Based Fully Modified Vector Autoregression
Muhammad Alkhalaf 235 downloads/30d -
Panel Unit Root Test Based on Recursive Detrending
Muhammad Alkhalaf 226 downloads/30d -
Panel Cointegration Tests with Structural Breaks
Muhammad Alkhalaf 225 downloads/30d -
Transmission Channel Analysis in Structural VAR Models
Muhammad Alkhalaf 221 downloads/30d -
Universal Turning Point and Inflection Point Tests
Muhammad Alkhalaf 218 downloads/30d -
Panel Fixed Effects Filtered and Variance Decomposition Estimation
Muhammad Alkhalaf 218 downloads/30d -
Quantile Autoregressive Distributed Lag Model
Muhammad Alkhalaf 153 downloads/30d -
Panel Quantile Autoregressive Distributed Lag Model
Muhammad Alkhalaf 139 downloads/30d -
Quantile Autoregressive Distributed Lag Unit Root Test
Muhammad Alkhalaf 119 downloads/30d