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xtcspqardl 1.0.0

Initial Release

• Implements Cross-Sectionally Augmented Panel Quantile ARDL (CS-PQARDL) estimation
• QCCEMG (Quantile CCE Mean Group) estimator following Harding, Lamarche & Pesaran (2018)
• QCCEPMG (Quantile CCE Pooled Mean Group) estimator
• Cross-sectional dependence handling via CCE approach (Pesaran, 2006)
• Automatic CSA lag selection following Chudik & Pesaran (2015): floor(T^{1/3})
• Long-run coefficient estimation with delta-method standard errors
• Speed of adjustment and half-life calculations
• Mean group variance estimation
• S3 methods: print, summary, coef, vcov
• Comprehensive documentation with DOI references
• Test suite using testthat

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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