Skip to contentScholarGate
LibraryBookshelfDeskReview StudioAssistant
Sign in
Fourier Quantile-on-Quantile Regression/Evidence
Method evidence record

Fourier Quantile-on-Quantile Regression

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.

Sources recorded, not reviewed

Source record

Citations copied verbatim from the method’s source record. No claim-level verification is inferred from them.

Fourier-Augmented Quantile-on-Quantile Regression
Taxonomic method record · regression-model / econometrics
  • 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 10.1016/j.jbankfin.2015.01.013
  • Gallant, A. R. (1981). On the bias in flexible functional forms and an essentially unbiased form: The Fourier flexible form. Journal of Econometrics, 15(2), 211-245. · DOI 10.1016/0304-4076(81)90115-9
Open full method

Curated claims

Claims persisted in the evidence ledger, each with its own assessment.

No curated claims yet

This view does not invent a claim assessment when the ledger has none.

Related methods

Generated from the method graph and shown as machine-suggested relations — no evidence claim is inferred.

Taxonomic bucketFourier ARDL Bounds Testmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketFourier Granger Causalitymachine-suggested · Relational suggestion, not evidence.Taxonomic bucketNonlinear ARDLmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketPanel Quantile-on-Quantile Regressionmachine-suggested · Relational suggestion, not evidence.Same method familyQuantile Regressionmachine-suggested · Relational suggestion, not evidence.Taxonomic bucketQuantile-on-Quantile Regressionmachine-suggested · Relational suggestion, not evidence.

Evidence status

Sources recorded, not reviewed

Bibliographic sources are present. Claim-level evidence review has not been performed.

Sources

2 recorded citations, copied from the method source record.

Actions

Open method page
ScholarGate

A content-first reference library for research methods — what each one is, how it works, and where it comes from.

Open data (CC-BY)

Explore

  • Library
  • Search the library…
  • Browse by field
  • Fields
  • Journey
  • Compare
  • Which method?

Reference

  • Subjects
  • Atlas
  • Glossary
  • Methodology
  • Philosophy

Your tools

  • Bookshelf
  • Desk
  • Chat

Company

  • About
  • Pricing
  • Contact
  • Suggest a method

Entries are compiled from published sources for reference. Verifying the accuracy and suitability of any information for your own use remains your responsibility.

© 2026 ScholarGate · A research-method reference library
  • Privacy
  • Cookies
  • Terms
  • Delete account