xtpqardl (version 1.0.1)

coef.xtpqardl: Coefficients Method for xtpqardl Objects

Description

Extract estimated coefficients from a Panel Quantile ARDL model.

Usage

# S3 method for xtpqardl
coef(object, type = c("beta", "rho", "all"), ...)

Value

A named numeric vector or list of coefficients.

Arguments

object

An object of class "xtpqardl".

type

Character string specifying which coefficients to extract: "beta" for long-run coefficients (default), "rho" for ECT speed of adjustment, or "all" for both.

...

Additional arguments (currently unused).

Examples

# \donttest{
data(pqardl_sample)
fit <- xtpqardl(
  formula = d_y ~ d_x1 + d_x2,
  data = pqardl_sample,
  id = "country",
  time = "year",
  lr = c("L_y", "x1", "x2"),
  tau = c(0.25, 0.50, 0.75)
)
coef(fit)
coef(fit, type = "rho")
# }