Package: xtpqardl 1.0.5
Muhammad Alkhalaf
xtpqardl: Panel Quantile Autoregressive Distributed Lag Model
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.2015.05.003>, and Bildirici and Kayikci (2022).
Authors:
xtpqardl_1.0.5.tar.gz
xtpqardl_1.0.5.zip(r-4.7-any)xtpqardl_1.0.5.zip(r-4.6-any)
xtpqardl_1.0.5.tar.gz(r-4.7-any)xtpqardl_1.0.5.tar.gz(r-4.6-any)
xtpqardl_1.0.5.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
xtpqardl/json (API)
| # Install 'xtpqardl' in R: |
| install.packages('xtpqardl', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/muhammedalkhalaf/xtpqardl/issues
- pqardl_sample - Simulated Panel Data for PQARDL Estimation
Last updated from:ccc4542df6. Checks:6 OK. Indexed: no.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 114 | ||
| source / vignettes | OK | 178 | ||
| linux-release | OK | 123 | ||
| windows-devel | OK | 76 | ||
| windows-release | OK | 85 | ||
| wasm-release | OK | 100 |
Exports:compute_irfwald_testxtpqardl
Dependencies:latticeMASSMatrixMatrixModelsquantregSparseMsurvival
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Coefficients Method for xtpqardl Objects | coef.xtpqardl |
| Compute Impulse Response Function | compute_irf |
| Simulated Panel Data for PQARDL Estimation | pqardl_sample |
| Print Method for irf.xtpqardl Objects | print.irf.xtpqardl |
| Print Method for summary.xtpqardl Objects | print.summary.xtpqardl |
| Print Method for wald_test.xtpqardl Objects | print.wald_test.xtpqardl |
| Print Method for xtpqardl Objects | print.xtpqardl |
| Summary Method for xtpqardl Objects | summary.xtpqardl |
| Variance-Covariance Matrix for xtpqardl Objects | vcov.xtpqardl |
| Wald Test for Parameter Equality Across Quantiles | wald_test wald_test.xtpqardl |
| Panel Quantile Autoregressive Distributed Lag Model | xtpqardl |