Augmented Autoregressive Distributed Lag Bounds Test (A-ARDL) Eviews 12

Mcnown, R., Sam, C. Y., ve Goh, S. K. (2018). Bootstrapping The Autoregressive Distributed Lag Test for Cointegration. Applied Economics, 50(13), 1509–1521

Sam, C. Y., Mcnown, R., ve Goh, S. K. (2019). An Augmented Autoregressive Distributed Lag Bounds Test for Cointegration. Economic Modelling, 80, 130–141.

Fourier Autoregressive Distributed Lag (FARDL) Bounds Test (Eviews 12)

Yılancı, V., Bozoklu, Ş., & Görüş, M. Ş. (2020). Are BRICS Countries Pollution Haven? Evidence From a Bootstrap ARDL Bounds Testing Aprroach with a Fourier Function. Sustainable Cities and Society, 55(2020), 1-12. doi:https://doi.org/10.1016/j.scs.2020.102035 

Nonlinear ARDL (STATA)

Shin, Y., Yu, B., and Greenwood-Nimmo, M. (2014). “Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework.” Festschrift in Honor of Peter Schmidt. Springer, New York, NY

Fourier Augmented Autoregressive Distributed Lags Approach (F-AARDL) Eviews 12

Syed, Q. R., Durani, F., Kisswani, K. M., Alola, A. A., Siddiqui, A. ve Anwar, A. (2024). Testing natural resource curse hypothesis amidst geopolitical risk: global evidence using novel fourier augmented ARDL approach. Resources Policy, 88, 104317. 

Bootstrap Approximation to the ARDL Bounds Testing Procedure (BARDL)

McNown, R., Sam, C. Y., & Goh, S. K. (2018). Bootstrapping the autoregressive distributed lag test for cointegration. Applied Economics, 50(13), 1509-1521. https://doi.org/10.1080/00036846.2017.1366643.

Cointegration with Structural Breaks (GH, 1996) Gauss

 Gregory, A. W. & Hansen, B. E. (1996). Residual-based tests for cointegration in models with regime shifts, Journal of Econometrics, 70 (1), 99- 126.

Hatemi- J (HJ, 2008) Cointegration (Gauss)

Hatemi-J, A. (2008). Tests For Cointegration With Two Unknown Regime Shifts With an Application to Financial Market Integration, Empirical Economics, 35, 497-505