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# CITATION file created with {cffr} R package
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cff-version: 1.2.0
message: 'To cite package "xtpqardl" in publications use:'
type: software
license: GPL-3.0-only
title: 'xtpqardl: Panel Quantile Autoregressive Distributed Lag Model'
version: 1.0.1
doi: 10.32614/CRAN.package.xtpqardl
identifiers:
- type: doi
  value: 10.32614/CRAN.package.xtpqardl
abstract: 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) <https://doi.org/10.1080/01621459.1999.10474156>, Cho, Kim, and
  Shin (2015) <https://doi.org/10.1016/j.jeconom.2015.02.030>, and Bildirici and Kayikci
  (2022) <https://doi.org/10.1016/j.energy.2022.124303>.
authors:
- family-names: Alkhalaf
  given-names: Muhammad
  email: muhammedalkhalaf@gmail.com
  orcid: https://orcid.org/0009-0002-2677-9246
preferred-citation:
  type: manual
  title: Panel 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=xtpqardl
  doi: 10.32614/CRAN.package.xtpqardl
repository: https://muhammedalkhalaf.r-universe.dev
repository-code: https://github.com/muhammedalkhalaf/xtpqardl
commit: 5d904ac414bec8c8a77ad4c6390d385b56bcac14
url: https://github.com/muhammedalkhalaf/xtpqardl
date-released: '2026-02-20'
contact:
- family-names: Alkhalaf
  given-names: Muhammad
  email: muhammedalkhalaf@gmail.com
  orcid: https://orcid.org/0009-0002-2677-9246