Cross-Sectionally Augmented Panel Quantile ARDL R package xtcspqardl version 1.0.2 Implements the Cross-Sectionally Augmented Panel Quantile Autoregressive Distributed Lag (CS-PQARDL) model and the Quantile Common Correlated Effects Mean Group (QCCEMG) estimator for panel data with cross-sectional dependence. The package handles unobserved common factors through cross-sectional averages following Pesaran (2006) <doi:10.1111/j.1468-0262.2006.00692.x> and Chudik and Pesaran (2015) <doi:10.1016/j.jeconom.2015.03.007>. Quantile regression for dynamic panels follows Harding, Lamarche, and Pesaran (2018) <doi:10.1016/j.jeconom.2018.07.010>. The ARDL approach to cointegration testing is based on Pesaran, Shin, and Smith (2001) <doi:10.1002/jae.616>. Software Depends: R (>= 4.0.0) Imports: quantreg (>= 5.97), stats 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) GPL-3 2026-03-12 application/tgz https://CRAN.R-project.org/package=xtcspqardl doi:10.32614/CRAN.package.xtcspqardl