unit-root-test

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ricardogs-econ / model-LB-replication

Replication Files and Notes for: Level Breaks and Finite-Sample GLS Detrending: The Point-Optimal Unit Root Test and the Purchasing Power Parity Puzzle

time-series econometrics asymptotics small-sample-size unit-root-test gls-regression structural-breaks

Updated Aug 25, 2026
Python

Matth-analyst / pyardl

Star

ARDL cointegration in Python: three-test bounds testing with degeneracy classification, response-surface critical values, bootstrap inference, NARDL, QARDL, Fourier-ADL, and heterogeneous panels (MG/PMG/CS-ARDL) — validated against R and Stata.

bootstrap time-series reproducible-research econometrics vecm cointegration panel-data 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

Updated Sep 21, 2026
Python

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