Package: xtpqardl
Type: Package
Title: Panel Quantile Autoregressive Distributed Lag Model
Version: 1.0.5
Date: 2026-10-30
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")))
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.2015.05.003>, and Bildirici and Kayikci
        (2022).
License: GPL-3
URL: https://github.com/muhammedalkhalaf/xtpqardl
BugReports: https://github.com/muhammedalkhalaf/xtpqardl/issues
Encoding: UTF-8
LazyData: true
Depends: R (>= 3.5.0)
Imports: stats, utils, quantreg
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: no
RoxygenNote: 7.3.1
Packaged: 2026-10-31 19:01:17 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
        <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-10-31 12:50:24 UTC
RemoteUrl: https://github.com/cran/xtpqardl
RemoteRef: HEAD
RemoteSha: ccc4542df66ff589d9cb9cbc551a65ea31675a94