Quantile Autoregressive Distributed Lag Model // 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.