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