Linganisha mbinu
Pitia mbinu ulizochagua bega kwa bega; safu zinazotofautiana zinaangaziwa.
| Uchanganuzi wa Regresheni ya Kiasi cha Fourier-juu-ya-Kiasi× | Regresheni ya Paneli ya Kiasi-juu-Kiasi× | |
|---|---|---|
| Nyanja | Ekonometriki | Ekonometriki |
| Familia | Regression model | Regression model |
| Mwaka wa asili≠ | 2015-2020s | 2015 (QQ); panel applications from ~2018 |
| Mwanzilishi≠ | 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 |
| Aina≠ | Nonparametric quantile regression with Fourier smoothing | Nonparametric quantile regression |
| Chanzo asilia | 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 ↗ |
| Majina mbadala | 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 |
| Zinazohusiana | 6 | 6 |
| Muhtasari≠ | 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. |
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