Qardl: Quantile Autoregressive Distributed Lag Model

Compute the quantile autoregressive distributed lag model of Cho, Jin Seo & Kim, Tae-hwan & Shin, Yongcheol,(2015) <doi:10.1016/j.jeconom.2015.05.003> and the short and long-run wald tests.

Version: 0.1.1
Depends: R (≥ 3.5)
Imports: stats, dplyr, pbapply, quantreg, MASS, Matrix
Published: 2023-01-06
Author: Taha Zaghdoudi
Maintainer: Taha Zaghdoudi <zedtaha at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
In views: TimeSeries
CRAN checks: Qardl results


Reference manual: Qardl.pdf


Package source: Qardl_0.1.1.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): Qardl_0.1.1.tgz, r-oldrel (arm64): Qardl_0.1.1.tgz, r-release (x86_64): Qardl_0.1.1.tgz
Old sources: Qardl archive


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