AARDL: Stata module to perform Augmented ARDL Cointegration Analysis

Merwan Roudane ()

Statistical Software Components from Boston College Department of Economics

Abstract: aardl implements the Augmented Autoregressive Distributed Lag (A-ARDL) cointegration test using the 3-test framework of Sam, McNown & Goh (2019). The package provides **eight model types** that combine three methodological advances — Fourier approximation, bootstrap inference, and nonlinear ARDL — in a single unified command.

Language: Stata
Requires: Stata version 17
Keywords: ARDL; autoregressive; distributed lag; augmented ARDL; Fourier (search for similar items in EconPapers)
Date: 2026-02-22
Note: This module should be installed from within Stata by typing "ssc install aardl". The module is made available under terms of the GPL v3 (https://www.gnu.org/licenses/gpl-3.0.txt). Windows users should not attempt to download these files with a web browser.
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Downloads: (external link)
http://fmwww.bc.edu/repec/bocode/a/aardl.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/aardl.sthlp help file (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_aardl_advanced.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_aardl_bootstrap.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_aardl_diagtest.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_aardl_dynmult.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_aardl_ndynmult.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/_/_aardl_stars.ado program code (text/plain)
http://fmwww.bc.edu/repec/bocode/a/aardl_example.do sample do-file (text/plain)

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