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fbardl 1.1.0

• The PSS case is now applied to the model: cases 4 and 5 include a linear trend, and the overall F test restricts the intercept (case 2) or the trend (case 4) together with the lagged levels. Before, every case estimated the case 3 model.
• type = "fardl": critical values and approximate p-values from the response surfaces of Kripfganz and Schneider (2020), for the sample size, the number of regressors and the number of short-run coefficients. The previous version used asymptotic case 3 values for every case and reported fixed pseudo p-values (0.005, 0.025, 0.075, 0.15, 0.5); the F test on the lagged regressors used an F distribution, which does not apply, and is now reported without critical values.
• Bootstrap types rewritten as a port of the Stata module fbardl 1.3.0: bootstrap data are generated recursively under the null of each test from the restricted equation for y and the equations for Delta x, and the full model is re-estimated on each sample. The previous version did not impose the null (McNown type), imposed only the null of the t test for all three statistics (Bertelli type), and did not regenerate the lagged regressors; its 90% and 95% quantiles were labelled as I(0) and I(1) bounds.
• New argument unconditional (no contemporaneous differences of the regressors).
• R-squared is now centred (the model constant is part of the design).
• Breusch-Godfrey, Breusch-Pagan and ARCH diagnostics now follow the standard auxiliary regressions (as in Stata’s estat bgodfrey, hettest and archlm); the Breusch-Godfrey test omitted the regressors and the Breusch-Pagan test used a time trend.
• Added tests against Stata reference values.

fbardl 1.0.3

• Corrected the DOI of Yilanci, Bozoklu and Gorus (2020) to 10.1016/j.scs.2020.102035.
• Authors@R and README author section updated; a former contributor entry was removed.

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.