পদ্ধতির তুলনা করুন
নির্বাচিত পদ্ধতিগুলো পাশাপাশি পর্যালোচনা করুন; যে সারিগুলোয় পার্থক্য আছে সেগুলো চিহ্নিত করা হয়।
| ফুরিয়ার কোয়ান্টাইল-অন-কোয়ান্টাইল রিগ্রেশন× | কোয়ান্টাইল-অন-কোয়ান্টাইল (QQ) রিগ্রেশন× | |
|---|---|---|
| ক্ষেত্র | অর্থমিতি | অর্থমিতি |
| পরিবার | Regression model | Regression model |
| উদ্ভবের বছর≠ | 2015-2020s | 2015 |
| প্রবর্তক≠ | Extension combining Sim & Zhou (2015) QQ regression with Fourier flexible-form smoothing | Sim and Zhou |
| ধরন≠ | Nonparametric quantile regression with Fourier smoothing | Nonparametric quantile regression |
| মৌলিক উৎস | Sim, N., & Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking and Finance, 55, 1-8. DOI ↗ | Sim, N., & Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking and Finance, 55, 1-8. DOI ↗ |
| অপর নাম | Fourier QQ regression, Fourier-QQR, Fourier quantile regression with quantile regressors, smooth structural-break QQ regression | QQ regression, QQ approach, quantile-on-quantile approach, nonparametric quantile regression |
| সম্পর্কিত | 6 | 6 |
| সারসংক্ষেপ≠ | Fourier quantile-on-quantile regression extends the quantile-on-quantile (QQ) framework of Sim and Zhou (2015) by embedding Fourier trigonometric terms into the local linear quantile model. This allows the estimated dependence between the quantiles of one variable and the quantiles of another to vary smoothly over time, capturing gradual structural change without imposing a known break date. | Quantile-on-quantile regression is a nonparametric technique that estimates how the quantiles of one variable depend on the quantiles of another. By combining standard quantile regression with local linear smoothing, it produces a full two-dimensional surface of slope coefficients indexed by both the quantile of the outcome and the quantile of the predictor, revealing heterogeneous and asymmetric dependency structures invisible to standard regression. |
| ScholarGateডেটাসেট ↗ |
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