<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold &amp;
Unit Root Tests</dc:title>
  <dc:title>R package fqardl version 1.0.2</dc:title>
  <dc:description>Comprehensive implementation of advanced ARDL methodologies for 
    cointegration analysis with structural breaks and asymmetric effects.
    Includes: (1) Fourier Quantile ARDL (FQARDL) - quantile regression with 
    Fourier approximation for analyzing relationships across the conditional 
    distribution; (2) Fourier Nonlinear ARDL (FNARDL) - asymmetric cointegration 
    with partial sum decomposition following Shin, Yu &amp; Greenwood-Nimmo (2014) 
    &lt;doi:10.1007/978-1-4899-8008-3_9&gt;; (3) Multi-Threshold NARDL (MTNARDL) - 
    multiple regime asymmetry analysis; (4) Fourier Unit Root Tests - ADF and 
    KPSS tests with Fourier terms following Enders &amp; Lee (2012) 
    &lt;doi:10.1016/j.econlet.2012.05.019&gt; and Becker, Enders &amp; Lee (2006) 
    &lt;doi:10.1111/j.1467-9892.2006.00490.x&gt;. Features automatic lag and frequency 
    selection, PSS bounds testing following Pesaran, Shin &amp; Smith (2001) 
    &lt;doi:10.1002/jae.616&gt;, bootstrap cointegration tests, Wald tests for 
    asymmetry, dynamic multiplier computation, and publication-ready 
    visualizations. Ported from Stata/Python by Dr. Merwan Roudane.</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: R (&gt;= 3.5.0)</dc:relation>
  <dc:relation>Imports: quantreg (&gt;= 5.0), ggplot2 (&gt;= 3.0.0), tidyr, gridExtra, stats</dc:relation>
  <dc:relation>Suggests: testthat (&gt;= 3.0.0), knitr, rmarkdown, plotly, covr</dc:relation>
  <dc:creator>Muhammad Alkhalaf &lt;muhammedalkhalaf@gmail.com&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Muhammad Alkhalaf [aut, cre, cph] (ORCID:
    &lt;https://orcid.org/0009-0002-2677-9246&gt;),
  Merwan Roudane [ctb] (Original Stata/Python implementation)</dc:contributor>
  <dc:rights>GPL-3</dc:rights>
  <dc:date>2026-03-17</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=fqardl</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.fqardl</dc:identifier>
</oai_dc:dc>
