Porovnať metódy

	Metóda momentov pre kvantilovú regresiu	Krížový kvantilogram	QARDL (Quantile Autoregressive Distributed Lag)
Odbor	Ekonometria	Ekonometria	Ekonometria
Rodina	Regression model	Regression model	Regression model
Rok vzniku	2004	2012	2006
Tvorca	Roger Koenker and colleagues	Oliver Linton and Yoon-Jin Whang	Roger Koenker and Zhijie Xiao
Typ	Distribution regression	Correlation measure	Conditional distribution model
Pôvodný zdroj	Koenker, R. (2004). Quantile regression for longitudinal data. Journal of Multivariate Analysis, 91(1), 74-89.	Linton, O., & Whang, Y. J. (2012). Quantile comparisons of time series data. Journal of Econometrics, 170(2), 242-257.	Koenker, R., & Xiao, Z. (2006). Quantile autoregression. Journal of the American Statistical Association, 101(475), 980-990.
Ďalšie názvy	GMM quantile regression	—	Quantile ARDL
Príbuzné	3	3	3
Zhrnutie	Method of Moments Quantile Regression combines moment-based estimation (GMM) with quantile regression to estimate distribution parameters while handling endogeneity, panel structure, and dynamic relationships. Introduced by Koenker (2004) and developed by Machado and Mata (2005), it enables distributional analysis (not just mean regression) in complex settings like dynamic panels and instrumental-variable contexts. This approach is powerful for understanding heterogeneity in treatment effects and policy impacts.	The cross-quantilogram extends the cross-correlogram concept to quantile pairs of two time series, measuring dependence at different quantile levels. Introduced by Linton and Whang (2012), it captures how shocks at specific quantile levels in one series relate to movements in another, enabling asymmetric dependence analysis. This approach is particularly valuable when downside and upside risk correlations differ materially.	QARDL (Quantile Autoregressive Distributed Lag) combines quantile regression with ARDL modeling to estimate conditional relationships at different points of the distribution, revealing heterogeneous short-run and long-run effects. Introduced by Koenker and Xiao (2006) and refined by Cho et al. (2015), it captures how the effect of explanatory variables on outcomes varies across quantiles, essential for understanding tail behavior and distributional impacts rather than just mean effects.