Quantile cointegration in the autoregressive distributed-lag modeling framework

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Revisiting the role of tourism and globalization in environmental degradation in China: Fresh insights from the quantile ARDL approach (2020, methodology): “To examine the nonlinear association between three variables that are related to China (e.g., economic growth (GDP), tourism (TOR), and globalization (GLO) with environmental degradation (ED)), QARDL model explored by Cho et al. (2015) has been utilized.”
How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique (2020, methodology): “The model shown in Equation (1) was extended by Cho et al. (2015) in the form of quantile and suggested the following QARDL(p,q,r,s,u) form: where, ε t ð τ Þ ¼ SP t (cid:0) Q SPt ð τ = δ t (cid:0) 1 Þ (Kim and White, 2003) and 0 > τ < 1 is showing quantile.”
The Role of Globalization in Energy Consumption: A Quantile Cointegrating Regression Approach (2018, methodology): “Incorporating the previous projection into Equati on (5) and generalizing it to”