Package: xtcspqardl
Type: Package
Title: Cross-Sectionally Augmented Panel Quantile ARDL
Version: 1.0.5
Date: 2026-09-30
Authors@R: c(
    person("Muhammad", "Alkhalaf", 
           email = "muhammedalkhalaf@gmail.com",
           role = c("aut", "cre", "cph"),
           comment = c(ORCID = "0009-0002-2677-9246")))
Description: Implements the Cross-Sectionally Augmented Panel Quantile
        Autoregressive Distributed Lag (CS-PQARDL) model and the
        Quantile Common Correlated Effects Mean Group (QCCEMG)
        estimator for panel data with cross-sectional dependence. The
        package handles unobserved common factors through
        cross-sectional averages following Pesaran (2006)
        <doi:10.1111/j.1468-0262.2006.00692.x> and Chudik and Pesaran
        (2015) <doi:10.1016/j.jeconom.2015.03.007>. Quantile regression
        for dynamic panels follows Harding, Lamarche, and Pesaran
        (2020) <doi:10.1002/jae.2753>. The ARDL approach to
        cointegration testing is based on Pesaran, Shin, and Smith
        (2001) <doi:10.1002/jae.616>.
License: GPL-3
URL: https://github.com/muhammedalkhalaf/xtcspqardl
BugReports: https://github.com/muhammedalkhalaf/xtcspqardl/issues
Encoding: UTF-8
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.3
Depends: R (>= 4.0.0)
Imports: quantreg (>= 5.97), stats
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
Repository: https://muhammedalkhalaf.r-universe.dev
Date/Publication: 2026-10-02 22:47:33 UTC
RemoteUrl: https://github.com/muhammedalkhalaf/xtcspqardl
RemoteRef: HEAD
RemoteSha: ebad877f120f8116d4e265f34ed56ffd1932207b
NeedsCompilation: no
Packaged: 2026-11-01 08:30:28 UTC; root
Author: Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    <https://orcid.org/0009-0002-2677-9246>)
Maintainer: Muhammad Alkhalaf <muhammedalkhalaf@gmail.com>