Package: qardlr
Type: Package
Title: Quantile Autoregressive Distributed Lag Model
Version: 1.0.1
Date: 2026-03-07
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Merwan", "Roudane",
           role = "ctb",
           comment = "Original Stata implementation"),
    person("Jin Seo", "Cho", role = "ctb", comment = "Original methodology"),
    person("Tae-Hwan", "Kim", role = "ctb", comment = "Original methodology"),
    person("Yongcheol", "Shin", role = "ctb", comment = "Original methodology"))
Description: Implements the Quantile Autoregressive Distributed Lag (QARDL)
    model of Cho, Kim and Shin (2015) <doi:10.1016/j.jeconom.2015.01.003>.
    Estimates quantile-specific long-run (beta), short-run autoregressive (phi),
    and impact (gamma) parameters. Features include BIC-based automatic lag
    selection, Error Correction Model (ECM) parameterization, Wald tests for
    parameter constancy across quantiles, rolling/recursive QARDL estimation,
    Monte Carlo simulation, and publication-ready output tables.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/qardlr
BugReports: https://github.com/muhammedalkhalaf/qardlr/issues
Depends: R (>= 3.5.0)
Imports: quantreg (>= 5.95), stats, MASS
Suggests: testthat (>= 3.0.0)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.3
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-03-09 13:37:40 UTC; acad_
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Merwan Roudane [ctb] (Original Stata implementation),
  Jin Seo Cho [ctb] (Original methodology),
  Tae-Hwan Kim [ctb] (Original methodology),
  Yongcheol Shin [ctb] (Original methodology)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: CRAN
Date/Publication: 2026-03-13 13:10:02 UTC
Built: R 4.6.0; ; 2026-04-28 09:04:51 UTC; unix
