Bootstrapping the Autoregressive Distributed Lags Tests for
Cointegration
The bootstrap Autoregressive Distributed Lags (ARDL) tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (commonly PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (hence SMG: 2019 - <doi:10.1016/j.econmod.2018.11.001>). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.
Rcpp (>= 1.0.7), pracma, aod, ARDL, dynamac, vars, gtools,
dplyr, ggfortify, matrixcalc, stringr,fBasics,usethis

Bootstrapping the ARDL Tests for Cointegration
The bootstrap ARDL tests for cointegration is the main functionality of this package. It also acts as a wrapper of the most commond ARDL testing procedures for cointegration: the bound tests of Pesaran, Shin and Smith (PSS; 2001 - <doi:10.1002/jae.616>) and the asymptotic test on the independent variables of Sam, McNown and Goh (SMG: 2019 - <doi:10.1016/j.econmod.2018.11.001>). Bootstrap and bound tests are performed under both the conditional and unconditional ARDL models.
Rcpp, pracma, aod, ARDL, dynamac, vars, gtools, dplyr,
stringr,usethis

Combine Parameter Estimates via Parametric Bootstrap
person("Marc", "Henrion", email = "mhenrion@mlw.mw", role = c("aut", "cre"), comment = c(ORCID = "0000-0003-1242-839X"))
Propagate uncertainty from several estimates when combining these estimates via a function.
This is done by using the parametric bootstrap to simulate values from the distribution of each estimate to build up an empirical distribution of the combined parameter.
Finally either the percentile method is used or the highest density interval is chosen to derive a confidence interval for the combined parameter with the desired coverage.
References: Davison and Hinkley (1997,ISBN:0-521-57471-4) for the parametric bootstrap and percentile method, Gelman et al. (2014,ISBN:978-1-4398-4095-5) for the highest density interval, Stockdale et al. (2020)<doi:10.1016/j.jhep.2020.04.008> for an example of combining conditional prevalences.
Marc Henrion [aut, cre] (<https://orcid.org/0000-0003-1242-839X>)