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.2015.02.030>, and Bildirici and Kayikci (2022) <doi:10.1016/j.energy.2022.124303>.

Version:	1.0.1
Depends:	R (≥ 3.5.0)
Imports:	stats, quantreg
Suggests:	testthat (≥ 3.0.0)
Published:	2026-03-12
DOI:	10.32614/CRAN.package.xtpqardl
Author:	Muhammad Alkhalaf [aut, cre, cph], Merwan Roudane [ctb] (Original Stata implementation)
Maintainer:	Muhammad Alkhalaf <muhammedalkhalaf at gmail.com>
License:	GPL-3
NeedsCompilation:	no
Materials:	README, NEWS
CRAN checks:	xtpqardl results

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