Kindly help me regarding installing the Qreg library in GAUSS 21/22 since I want to run QARDL. Further, the screenshot to explain the facing error in GAUSS is attached herewith.
Thank you so much
To use the QARDL library in GAUSS 21/22 you do not need to install the QREG library. The QARDL library uses the internal
quantileFit function. To make sure you are using the most recent version of the QARDL library, you should use the Package Manager for installation.