เปรียบเทียบวิธี

	Time-varying parameter quantile-on-quantile regression	การถดถอยควอนไทล์
สาขาวิชา	เศรษฐมิติ	เศรษฐมิติ
ตระกูล	Regression model	Regression model
ปีกำเนิด	2015–2019	1978
ผู้ริเริ่ม	Extension of Sim & Zhou (2015) QQ framework; TVP adaptation by subsequent applied econometricians	Koenker & Bassett
ประเภท	Nonparametric time-varying quantile regression	Conditional quantile regression
แหล่งต้นตำรับ	Sim, N., & Zhou, H. (2015). Oil prices, US stock return, and the dependence between their quantiles. Journal of Banking & Finance, 55, 1–8.	Koenker, R. & Bassett, G., Jr. (1978). Regression Quantiles. Econometrica, 46(1), 33-50.
ชื่อเรียกอื่น	TVP-QQ regression, time-varying QQ regression, dynamic quantile-on-quantile regression, TVP quantile-on-quantile	conditional quantile regression, regression quantiles, Kantil Regresyon
ที่เกี่ยวข้อง	2	5
สรุป	TVP-QQ regression extends the quantile-on-quantile (QQ) framework by allowing the slope coefficients to evolve over time. It maps how the quantiles of a predictor variable affect the quantiles of an outcome differently across the joint distribution and across different time periods, uncovering dynamic, heterogeneous dependence structures that standard regression cannot detect.	Quantile regression models conditional quantiles of an outcome - the median, the 25th or 75th percentile, and so on - rather than the conditional mean that OLS targets. Introduced by Koenker and Bassett in 1978, it reveals how predictors act across the whole distribution, including its tails.