手法を比較

	パネル型分位点回帰 (Panel Quantile-on-Quantile Regression)	パネルOLS（プール化最小二乗法）
分野	計量経済学	計量経済学
系統	Regression model	Regression model
提唱年	2015 (QQ); panel applications from ~2018	1986-2003
提唱者	Sim and Zhou (cross-section QQ); panel extension in applied energy/finance econometrics	Classical least squares applied to pooled panels; foundational treatment in Hsiao (2003) and Wooldridge (2010)
種類	Nonparametric quantile regression	Linear panel regression
原典	Sim, N., & Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking and Finance, 55, 1-8.	Wooldridge, J. M. (2010). Econometric Analysis of Cross Section and Panel Data (2nd ed.). MIT Press. ISBN: 978-0262232586
別名	Panel QQ regression, panel QQ approach, panel quantile-on-quantile approach, PQQ regression	pooled OLS, pooled ordinary least squares, panel least squares, POLS
関連	6	4
概要	Panel quantile-on-quantile (QQ) regression jointly maps any quantile of the outcome distribution onto any quantile of the predictor distribution across multiple cross-sectional units observed over time. It generalises Sim and Zhou's (2015) cross-sectional QQ framework to a panel setting, revealing a full dependence surface rather than a single average effect, while accounting for individual heterogeneity through fixed or random effects correction.	Panel OLS — also called Pooled OLS — applies the classical ordinary least squares estimator to panel data by stacking all cross-sectional units and time periods into a single sample. It estimates one common set of slope coefficients under the assumption that the intercept and slopes are homogeneous across units and time.