Porównaj metody

	Fourier Quantile-on-Quantile Regression	Panelowa regresja kwantylowa na kwantylach
Dziedzina	Ekonometria	Ekonometria
Rodzina	Regression model	Regression model
Rok powstania	2015-2020s	2015 (QQ); panel applications from ~2018
Twórca	Extension combining Sim & Zhou (2015) QQ regression with Fourier flexible-form smoothing	Sim and Zhou (cross-section QQ); panel extension in applied energy/finance econometrics
Typ	Nonparametric quantile regression with Fourier smoothing	Nonparametric quantile regression
Źródło pierwotne	Sim, N., & Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking and Finance, 55, 1-8.	Sim, N., & Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking and Finance, 55, 1-8.
Inne nazwy	Fourier QQ regression, Fourier-QQR, Fourier quantile regression with quantile regressors, smooth structural-break QQ regression	Panel QQ regression, panel QQ approach, panel quantile-on-quantile approach, PQQ regression
Pokrewne	6	6
Podsumowanie	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.	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.