ARDL and bounds-test cointegration in Python: the augmented 3-test framework, bootstrap inference, NARDL, and modern critical values, validated against R and Stata reference implementations.
bootstrap time-series reproducible-research econometrics vecm cointegration macroeconomics critical-values error-correction-models unit-root-test johansen-test engle-granger ardl-model ardl-lag-selection ardl-test ardl-analysis bounds-test ardl-bounds-test
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Updated
Aug 29, 2026 - Python