fqardl

cranv1.0.2

Fourier ARDL Methods: Quantile, Nonlinear, Multi-Threshold & Unit Root Tests. 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) Fou

License GPL-3strong copyleft0 versions1 maintainers5 deps104 weekly dl
muhammedalkhalaf/fqardl
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First published · 2026-03-17 19:40:40

Last updated · 2026-03-17T18:10:14+00:00