Quantile ARDL

Dear sir/madam,

I am trying to do analysis following a paper: Another look on the relationships between oil prices and energy prices, Energy Policy 102 (2017) 318–331.

However, auantile demo that exists can provide only partial results. Can you please help me in modifying the codes so that i can obtain results as reported in the original paper of Chao (Quantile Cointegration in the Autoregressive Distributed-Lag Modelling Framework) . Specifically, following paper I like to report results as presented in Table 11, Figure 1: PARAMETER ESTIMATES USING THE WHOLE SAMPLE, Figure 2: PARAMETER ESTIMATES and Figure 3: p-VALUES OF WALD TEST STATISTICS. Furthermore, paper reports four parameters while we are getting results for three parameters and also w are not getting the standard error to test the significance.

 


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