Advancing ARDL capabilities in R: Methods, extensions, and usability enhancements

Kleanthis Natsiopoulos

Advancing ARDL capabilities in R: Methods, extensions, and usability enhancements

Kleanthis Natsiopoulos

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

The ARDL package in R, widely adopted by researchers, institutions, and central banks, has played a key role in facilitating applied cointegration analysis in an open-source setting. Building on this foundation, future developments aim to expand the package's methodological scope and practical usability. Planned extensions include the implementation of several advanced model variants within the ARDL framework, along with improvements to the structure and performance of the codebase. Efforts are also underway to explore the development of an interactive user interface to make the functionality more accessible to a broader audience. By advancing methodological coverage and improving usability, the goal is to support both research and real-world applications, while encouraging replicable results in time series econometrics.

Original language	English
Title of host publication	PROGRAMME AND ABSTRACTS CFE-CMStatistics 2025
Subtitle of host publication	9th International Conference on Computational and Financial Econometrics (CFE 2025) and Computational and Methodological Statistics (CMStatistics 2025)
Publisher	ECOSTA ECONOMETRICS AND STATISTICS
Pages	65
Number of pages	1
ISBN (Electronic)	9789925781294
Publication status	Published - 14 Dec 2025
Event	19th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics) - Birkbeck, University of London, London, United Kingdom Duration: 13 Dec 2025 → 15 Dec 2025 Conference number: 19 https://www.cmstatistics.org/CFECMStatistics2025/

Conference

Conference	19th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics)
Country/Territory	United Kingdom
City	London
Period	13/12/25 → 15/12/25
Internet address	https://www.cmstatistics.org/CFECMStatistics2025/

Keywords

autoregressive model
cointegration
computational econometrics
time series
software

ASJC Scopus subject areas

Economics and Econometrics

Access to Document

https://www.cmstatistics.org/CFECMStatistics2025/docs/BoA.pdf?20251127021428

Cite this

Natsiopoulos, K. (2025). Advancing ARDL capabilities in R: Methods, extensions, and usability enhancements. In PROGRAMME AND ABSTRACTS CFE-CMStatistics 2025: 9th International Conference on Computational and Financial Econometrics (CFE 2025) and Computational and Methodological Statistics (CMStatistics 2025) (pp. 65). Article C0855 ECOSTA ECONOMETRICS AND STATISTICS. https://www.cmstatistics.org/CFECMStatistics2025/docs/BoA.pdf?20251127021428

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abstract = "The ARDL package in R, widely adopted by researchers, institutions, and central banks, has played a key role in facilitating applied cointegration analysis in an open-source setting. Building on this foundation, future developments aim to expand the package's methodological scope and practical usability. Planned extensions include the implementation of several advanced model variants within the ARDL framework, along with improvements to the structure and performance of the codebase. Efforts are also underway to explore the development of an interactive user interface to make the functionality more accessible to a broader audience. By advancing methodological coverage and improving usability, the goal is to support both research and real-world applications, while encouraging replicable results in time series econometrics.",

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author = "Kleanthis Natsiopoulos",

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month = dec,

day = "14",

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booktitle = "PROGRAMME AND ABSTRACTS CFE-CMStatistics 2025",

publisher = "ECOSTA ECONOMETRICS AND STATISTICS",

note = "19th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics) ; Conference date: 13-12-2025 Through 15-12-2025",

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}

Natsiopoulos, K 2025, Advancing ARDL capabilities in R: Methods, extensions, and usability enhancements. in PROGRAMME AND ABSTRACTS CFE-CMStatistics 2025: 9th International Conference on Computational and Financial Econometrics (CFE 2025) and Computational and Methodological Statistics (CMStatistics 2025)., C0855, ECOSTA ECONOMETRICS AND STATISTICS, pp. 65, 19th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics), London, United Kingdom, 13/12/25. <https://www.cmstatistics.org/CFECMStatistics2025/docs/BoA.pdf?20251127021428>

Advancing ARDL capabilities in R: Methods, extensions, and usability enhancements. / Natsiopoulos, Kleanthis.
PROGRAMME AND ABSTRACTS CFE-CMStatistics 2025: 9th International Conference on Computational and Financial Econometrics (CFE 2025) and Computational and Methodological Statistics (CMStatistics 2025). ECOSTA ECONOMETRICS AND STATISTICS, 2025. p. 65 C0855.

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

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N1 - Conference code: 19

PY - 2025/12/14

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AB - The ARDL package in R, widely adopted by researchers, institutions, and central banks, has played a key role in facilitating applied cointegration analysis in an open-source setting. Building on this foundation, future developments aim to expand the package's methodological scope and practical usability. Planned extensions include the implementation of several advanced model variants within the ARDL framework, along with improvements to the structure and performance of the codebase. Efforts are also underway to explore the development of an interactive user interface to make the functionality more accessible to a broader audience. By advancing methodological coverage and improving usability, the goal is to support both research and real-world applications, while encouraging replicable results in time series econometrics.

KW - autoregressive model

KW - cointegration

KW - computational econometrics

KW - time series

KW - software

UR - https://www.cmstatistics.org/RegistrationsV2/CFECMStatistics2025/viewSubmission.php?in=855&token=s324pps35nr65prqs2211021o58s57rr

M3 - Conference contribution

SP - 65

BT - PROGRAMME AND ABSTRACTS CFE-CMStatistics 2025

PB - ECOSTA ECONOMETRICS AND STATISTICS

T2 - 19th International Joint Conference on Computational and Financial Econometrics (CFE) and Computational and Methodological Statistics (CMStatistics)

Y2 - 13 December 2025 through 15 December 2025

ER -

Advancing ARDL capabilities in R: Methods, extensions, and usability enhancements

Abstract

Conference

Keywords

ASJC Scopus subject areas

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