The paper, on which I am working, is a multivariate study. I am planning to use this model as it has two advantages:
1. It tests the stability of the long-term relationship across quantiles and provides a more flexible econometric framework.
2. It can explain the possible asymmetry in the response on one variable to changes in another variable.
Because of these two reasons, I am preferring it above NARDL.
As I am not good in STATA coding, therefore, any help regarding coding this method is highly appreciated.