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.

Getting started

Package details

AuthorTaha Zaghdoudi
MaintainerTaha Zaghdoudi <zedtaha@gmail.com>
LicenseGPL (>= 2)
Version0.1.1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("Qardl")

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Qardl documentation built on Jan. 7, 2023, 1:24 a.m.