Cross-Sectionally Augmented Panel Quantile ARDL // 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.