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To cite ardldml in publications, please cite both the method and the software:

Villena M (2026). “Testing Cointegration with Many Persistent Controls.” doi:10.2139/ssrn.6472826. SSRN working paper.

Roudane M (2026). ardldml: Bounds Testing for Cointegration with Many Persistent Controls. R package version 0.1.0, https://github.com/merwanroudane/ardldml.

Corresponding BibTeX entries: 

  @Misc{,
    title = {Testing Cointegration with Many Persistent Controls},
    author = {Marcelo J. Villena},
    year = {2026},
    note = {SSRN working paper},
    doi = {10.2139/ssrn.6472826},
  }

  @Manual{,
    title = {ardldml: Bounds Testing for Cointegration with Many
      Persistent Controls},
    author = {Merwan Roudane},
    year = {2026},
    note = {R package version 0.1.0},
    url = {https://github.com/merwanroudane/ardldml},
  }

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.