xtpqardl
cranv1.0.1Panel 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 parameter
License GPL-3strong copyleft0 versions1 maintainers2 deps55 weekly dl
https://CRAN.R-project.org/package=xtpqardl47
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curl https://depscope.dev/api/check/cran/xtpqardlFirst published · 2026-03-12 09:26:57
Last updated · 2026-03-12T07:10:03+00:00