Package: xtpqardl
Type: Package
Title: Panel Quantile Autoregressive Distributed Lag Model
Version: 1.0.1
Date: 2026-02-20
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: Estimation of Panel Quantile Autoregressive Distributed Lag 
    (PQARDL) models that combine panel ARDL methodology with quantile 
    regression. Supports Pooled Mean Group (PMG), Mean Group (MG), and 
    Dynamic Fixed Effects (DFE) estimators across multiple quantiles. 
    Computes long-run cointegrating parameters, error correction term speed 
    of adjustment, half-life of adjustment, and performs Wald tests for 
    parameter equality across quantiles. Based on the econometric frameworks 
    of Pesaran, Shin, and Smith (1999) <doi:10.1080/01621459.1999.10474156>, 
    Cho, Kim, and Shin (2015) <doi:10.1016/j.jeconom.2015.02.030>, and 
    Bildirici and Kayikci (2022) <doi:10.1016/j.energy.2022.124303>.
License: GPL-3
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.5.0)
Imports: stats, quantreg
Suggests: testthat (>= 3.0.0)
RoxygenNote: 7.3.3
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-03-07 13:56:08 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 08:10:03 UTC
Built: R 4.6.0; ; 2026-04-28 13:14:33 UTC; unix
