Package: xtcspqardl
Type: Package
Title: Cross-Sectionally Augmented Panel Quantile ARDL
Version: 1.0.2
Date: 2026-03-09
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"))
Description: Implements the Cross-Sectionally Augmented Panel Quantile 
    Autoregressive Distributed Lag (CS-PQARDL) model and the Quantile 
    Common Correlated Effects Mean Group (QCCEMG) estimator for panel data 
    with cross-sectional dependence. The package handles unobserved common 
    factors through cross-sectional averages following Pesaran (2006) 
    <doi:10.1111/j.1468-0262.2006.00692.x> and Chudik and Pesaran (2015) 
    <doi:10.1016/j.jeconom.2015.03.007>. Quantile regression for dynamic 
    panels follows Harding, Lamarche, and Pesaran (2018) 
    <doi:10.1016/j.jeconom.2018.07.010>. The ARDL approach to cointegration 
    testing is based on Pesaran, Shin, and Smith (2001) 
    <doi:10.1002/jae.616>.
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.3.3
Depends: R (>= 4.0.0)
Imports: quantreg (>= 5.97), stats
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
URL: https://github.com/muhammedalkhalaf/xtcspqardl
BugReports: https://github.com/muhammedalkhalaf/xtcspqardl/issues
NeedsCompilation: no
Packaged: 2026-03-09 04:19:28 UTC; acad_
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Merwan Roudane [ctb] (Original Stata implementation)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: CRAN
Date/Publication: 2026-03-12 20:20:02 UTC
Built: R 4.6.0; ; 2026-04-28 13:13:14 UTC; unix
