datasets

Estimate the linear and nonlinear autoregressive distributed lag (ARDL & NARDL) models and the corresponding error correction models, and test for longrun and short-run asymmetric. The general-to-specific approach is also available in estimating the ARDL and NARDL models. The Pesaran, Shin & Smith (2001) (<doi:10.1002/jae.616>) bounds test for level relationships is also provided. The 'ardl.nardl' package also performs short-run and longrun symmetric restrictions available at Shin et al. (2014) <doi:10.1007/978-1-4899-8008-3_9> and their corresponding tests.

Eric I. Otoakhia

ardl.nardl

Linear and Nonlinear Autoregressive Distributed Lag Models:
General-to-Specific Approach

ssa function

A panel data frame on the following variables.<dl>
 <dt><code>id</code></dt>
<dd>list of SSA countries</dd> <dt><code>year</code></dt>
<dd>year</dd> <dt><code>HEP</code></dt>
<dd>health expenditure per capital</dd> <dt><code>PCI</code></dt>
<dd>Per capita income</dd> <dt><code>LE</code></dt>
<dd>Life expectancy</dd> 
</dl>

Format

data on health expenditure, per capita income and life expectancy in Sub-Saharan countries — ssa

A panel data frame on the following variables.<dl>
 <dt><code>id</code></dt>
<dd>list of SSA countries</dd>

 <dt><code>year</code></dt>
<dd>year</dd>

 <dt><code>HEP</code></dt>
<dd>health expenditure per capital</dd>

 <dt><code>PCI</code></dt>
<dd>Per capita income</dd>

 <dt><code>LE</code></dt>
<dd>Life expectancy</dd>

 
</dl>

ssa: data on health expenditure, per capita income and life expectancy in Sub-Saharan countries

Description

Usage

Arguments

Format