Packages by Muhammad Alkhalaf

SVARtca — 1.0.3

Transmission Channel Analysis in Structural VAR Models

ardlverse — 2.1.2

Comprehensive ARDL: Panel, Bootstrap and Fourier Methods

boundedur — 1.0.3

Unit Root Tests for Bounded Time Series

caustests — 1.1.7

Multiple Granger Causality Tests for Time Series and Panel Data

cointests — 1.1.0

Comprehensive Cointegration Tests with Fourier and Panel Methods

cointsmall — 1.0.4

Cointegration Tests with Structural Breaks in Small Samples

fbardl — 1.2.0

Fourier Bootstrap ARDL Cointegration Test

fqardl — 1.1.0

Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold & Unit Root Tests

hatemicoint — 1.1.0

Hatemi-J Cointegration Test with Two Unknown Regime Shifts

mvardlurt — 1.1.0

Multivariate ARDL Unit Root Test

paneltests — 1.0.8

Panel Data Pre-Testing and Diagnostic Suite

qadf — 1.0.2

Quantile Autoregressive Distributed Lag Unit Root Test

qardlr — 1.1.2

Quantile Autoregressive Distributed Lag Model

rbfmvar — 2.1.0

Residual-Based Fully Modified Vector Autoregression

tptest — 1.1.0

Universal Turning Point and Inflection Point Tests

unitrootests — 1.1.2

Comprehensive Unit Root and Stationarity Tests

xtbhst — 1.1.0

Bootstrap Slope Heterogeneity Test for Panel Data

xtbreakcoint — 1.0.6

Panel Cointegration Tests with Structural Breaks

xtcspqardl — 1.0.5

Cross-Sectionally Augmented Panel Quantile ARDL

xtdhcoint — 1.0.5

Durbin-Hausman Panel Cointegration Tests

xtfifevd — 1.1.0

Panel Fixed Effects Filtered and Variance Decomposition Estimation

xtpqardl — 1.0.5

Panel Quantile Autoregressive Distributed Lag Model

xtrec — 1.0.1

Panel Unit Root Test Based on Recursive Detrending