# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
# --------------------------------------------
 
cff-version: 1.2.0
message: 'To cite package "qardlr" in publications use:'
type: software
license: GPL-3.0-only
title: 'qardlr: Quantile Autoregressive Distributed Lag Model'
version: 1.0.1
doi: 10.32614/CRAN.package.qardlr
identifiers:
- type: doi
  value: 10.32614/CRAN.package.qardlr
abstract: Implements the Quantile Autoregressive Distributed Lag (QARDL) model of
  Cho, Kim and Shin (2015) <https://doi.org/10.1016/j.jeconom.2015.01.003>. 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.
authors:
- family-names: Alkhalaf
  given-names: Muhammad
  email: muhammedalkhalaf@gmail.com
  orcid: https://orcid.org/0009-0002-2677-9246
preferred-citation:
  type: manual
  title: Quantile Autoregressive Distributed Lag Model
  authors:
  - family-names: Alkhalaf
    given-names: Muhammad Abdullah
    email: muhammedalkhalaf@gmail.com
    orcid: https://orcid.org/0009-0002-2677-9246
  year: '2026'
  notes: R package version 1.0.1
  url: https://CRAN.R-project.org/package=qardlr
  doi: 10.32614/CRAN.package.qardlr
repository: https://muhammedalkhalaf.r-universe.dev
repository-code: https://github.com/muhammedalkhalaf/qardlr
commit: 6ef18f3ac8297a3e33cc3fcc6f9f546e3e9b3cc3
url: https://github.com/muhammedalkhalaf/qardlr
date-released: '2026-03-07'
contact:
- family-names: Alkhalaf
  given-names: Muhammad
  email: muhammedalkhalaf@gmail.com
  orcid: https://orcid.org/0009-0002-2677-9246