This repository uses the R-codes to examine the asymmetric dyanmic OLS (ADOLS) 1 R-codes for data generation (strong cointegration-error term is white noise, weak cointegration-error term is ARIMA with AR=0.8, very weak cointegration-error term with ARIMA- process with AR=0.95 and no cointegration-error term is random walk) 2 R-codes for DOLS analysis using cointRegD function 3 R-codes for DOLS analysis using manual calculation 4 R-codes for Asymmetric DOLS (ADOLS) analysis using manual calculation 5 R-codes for the simulation of Asymmetric DOLS (ADOLS) analysis 6 R-codes for comparison (OLS, DOLS, Fourier DOLS, Asymmetric DOLS, FMOLS, Fourier FMOLS)