mlags

internal

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.

Zaghdoudi Taha

Qardl

Quantile Autoregressive Distributed Lag Model

mlags function

<dl><dt>x</dt>
<dd>is a matrix</dd>
<dt>nlags</dt>
<dd>the number of lags
#load data
data(exampledata)
m=as.matrix(exampledata$y)
mlags(m,2)</dd></dl>

Arguments

Function mlags: lagged matrix — mlags

<dl>

<dt>x</dt>
<dd>is a matrix</dd>


<dt>nlags</dt>
<dd>the number of lags
#load data
data(exampledata)
m=as.matrix(exampledata$y)
mlags(m,2)</dd>

</dl>

mlags: Function mlags: lagged matrix

Description

Usage

Arguments