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xtcspqardl

Cross-Sectionally Augmented Panel Quantile ARDL

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 (2018) <doi:10.1016/j.jeconom.2018.07.010>. The ARDL approach to cointegration testing is based on Pesaran, Shin, and Smith (2001) <doi:10.1002/jae.616>.

Versions across snapshots

VersionRepositoryFileSize
1.0.2 rolling linux/jammy R-4.5 xtcspqardl_1.0.2.tar.gz 80.3 KiB
1.0.2 rolling linux/noble R-4.5 xtcspqardl_1.0.2.tar.gz 80.4 KiB
1.0.2 rolling source/ R- xtcspqardl_1.0.2.tar.gz 16.4 KiB
1.0.2 latest linux/jammy R-4.5 xtcspqardl_1.0.2.tar.gz 80.3 KiB
1.0.2 latest linux/noble R-4.5 xtcspqardl_1.0.2.tar.gz 80.4 KiB
1.0.2 latest source/ R- xtcspqardl_1.0.2.tar.gz 16.4 KiB
1.0.2 2026-04-26 source/ R- xtcspqardl_1.0.2.tar.gz 16.4 KiB
1.0.2 2026-04-23 source/ R- xtcspqardl_1.0.2.tar.gz 16.4 KiB
1.0.2 2026-04-09 windows/windows R-4.5 xtcspqardl_1.0.2.zip 83.6 KiB

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