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 gmail.com> |
| 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: Qardl_0.1.1.zip, r-release: Qardl_0.1.1.zip, r-oldrel: Qardl_0.1.1.zip |
| 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, r-oldrel (x86_64): Qardl_0.1.1.tgz |
| Old sources: | Qardl archive |
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