Quantile Autoregressive Distributed Lag Model R package qardlr version 1.0.1 Implements the Quantile Autoregressive Distributed Lag (QARDL) model of Cho, Kim and Shin (2015) <doi:10.1016/j.jeconom.2015.01.003>. Estimates quantile-specific long-run (beta), short-run autoregressive (phi), and impact (gamma) parameters. Features include BIC-based automatic lag selection, Error Correction Model (ECM) parameterization, Wald tests for parameter constancy across quantiles, rolling/recursive QARDL estimation, Monte Carlo simulation, and publication-ready output tables. Software Depends: R (>= 3.5.0) Imports: quantreg (>= 5.95), stats, MASS Suggests: testthat (>= 3.0.0) Muhammad Alkhalaf <muhammedalkhalaf@gmail.com> Comprehensive R Archive Network (CRAN) Muhammad Alkhalaf [aut, cre, cph] (ORCID: <https://orcid.org/0009-0002-2677-9246>), Merwan Roudane [ctb] (Original Stata implementation), Jin Seo Cho [ctb] (Original methodology), Tae-Hwan Kim [ctb] (Original methodology), Yongcheol Shin [ctb] (Original methodology) GPL-3 2026-03-13 application/tgz https://CRAN.R-project.org/package=qardlr doi:10.32614/CRAN.package.qardlr