# xtpqardl 1.0.1

## New Features

* Initial CRAN release
* Panel Quantile ARDL estimation with PMG, MG, and DFE estimators
* Support for multiple quantiles
* Long-run cointegrating parameters estimation
* ECT speed of adjustment computation
* Half-life of adjustment
* Wald tests for parameter equality across quantiles
* Impulse response function computation
* BIC/AIC automatic lag selection

## References

* Based on Pesaran, Shin, and Smith (1999) panel ARDL methodology
* Implements quantile cointegration framework of Cho, Kim, and Shin (2015)
