Package: qardlr
Type: Package
Title: Quantile Autoregressive Distributed Lag Model
Version: 1.1.2
Date: 2026-10-26
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")),
    person("Jin Seo", "Cho", role = "ctb", comment = "Original methodology"),
    person("Tae-Hwan", "Kim", role = "ctb", comment = "Original methodology"),
    person("Yongcheol", "Shin", role = "ctb", comment = "Original methodology"))
Description: Implements the Quantile Autoregressive Distributed Lag
        (QARDL) model of Cho, Kim and Shin (2015)
        <doi:10.1016/j.jeconom.2015.05.003>. Estimates
        quantile-specific long-run (beta), short-run autoregressive
        (phi), and impact (gamma) parameters. Features include
        BIC-based automatic lag selection, Error Correction Model (ECM)
        parameterization, Wald tests for parameter constancy across
        quantiles, rolling/recursive QARDL estimation, Monte Carlo
        simulation, and publication-ready output tables.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/qardlr
BugReports: https://github.com/muhammedalkhalaf/qardlr/issues
Depends: R (>= 3.5.0)
Imports: quantreg (>= 5.95), stats, MASS
Suggests: testthat (>= 3.0.0)
Encoding: UTF-8
LazyData: true
RoxygenNote: 7.3.3
Config/testthat/edition: 3
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-10-26 02:40:40 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/qardlr
RemoteRef: HEAD
RemoteSha: 2bb03fcec7970bc4ea5841e86a2f8a7b261daf5a
NeedsCompilation: no
Packaged: 2026-10-26 07:09:55 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>),
  Jin Seo Cho [ctb] (Original methodology),
  Tae-Hwan Kim [ctb] (Original methodology),
  Yongcheol Shin [ctb] (Original methodology)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>