Panel Quantile Autoregressive Distributed Lag Model R package xtpqardl version 1.0.1 Estimation of Panel Quantile Autoregressive Distributed Lag (PQARDL) models that combine panel ARDL methodology with quantile regression. Supports Pooled Mean Group (PMG), Mean Group (MG), and Dynamic Fixed Effects (DFE) estimators across multiple quantiles. Computes long-run cointegrating parameters, error correction term speed of adjustment, half-life of adjustment, and performs Wald tests for parameter equality across quantiles. Based on the econometric frameworks of Pesaran, Shin, and Smith (1999) <doi:10.1080/01621459.1999.10474156>, Cho, Kim, and Shin (2015) <doi:10.1016/j.jeconom.2015.02.030>, and Bildirici and Kayikci (2022) <doi:10.1016/j.energy.2022.124303>. Software Depends: R (>= 3.5.0) Imports: stats, quantreg 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=xtpqardl doi:10.32614/CRAN.package.xtpqardl