I am planning to use Quantile ARDL (Cho et al., 2015) model in one of my studies. Can someone please tell me, from where I can get the STATA code ?

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...

01 February 2017 2,949 90 View