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

Villena, M. J. (2026). Testing Cointegration with Many Persistent Controls. SSRN working paper.<doi:10.2139/ssrn.6472826>

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},
  }