tsqr
0.2.0Sequential Threshold-Spatial-Quantile Panel Estimation
Overview
Implements a sequential panel estimation protocol for regional economic panels that combines three estimation layers in a fixed order. The first layer applies a two-way fixed effects baseline. The second layer applies the panel threshold regression method of Hansen (1999) doi:10.1016/S0304-4076(99)00025-1 to identify structural breaks at an unknown threshold of a moderating variable, with bootstrap inference following Hansen (2000) doi:10.1111/1468-0262.00124. The third layer applies a spatial Durbin model with an impact decomposition following LeSage and Pace (2009, ISBN:978-1-4200-6424-7) to quantify direct and indirect spillover effects. The fourth layer applies the two-step panel quantile estimator of Canay (2011) doi:10.1111/j.1368-423X.2011.00349.x to document distributional heterogeneity in the outcome. The threshold identified in the second layer defines a subsample used as structured input to the fourth layer, and a consistency check evaluates whether the three sets of results are jointly compatible with a common underlying structural relationship. An illustrative panel of 33 districts of the state of Maharashtra, India, observed over 10 agricultural years, is included with the package.
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Health
- OK2026-08-0413 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- NOTE2026-08-0112 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
- OK2026-06-236 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
Documentation
- Examples that run
- 71%
- Documented parameters
- 100%
- Return-value docs
- 100%
- References docs
- 43%
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Code & Tests
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People & History
2 releases. Pick two to compare their code metrics. R releases are shown for context.
- 0.2.0Latest
- 0.1.22026-06-22
- RR 4.6.0 released · 2026-04-24
Package metadata
- First published
- 2026-06-22
- Total releases
- 2 / 1 yrs
- License
- GPL-3 OSI
- Minimum R
- ≥ 4.1.0
- Bundled data
- 25 KB / 1 file
- Download size
- 75 KB
- Installed size
- not tracked yet
- With dependencies
- not tracked yet
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