So sánh phương pháp

	Hồi quy Quantile-trên-Quantile cho Dữ liệu Bảng	Bình phương tối thiểu tổng quát cho dữ liệu bảng (Panel GLS)
Lĩnh vực	Kinh tế lượng	Kinh tế lượng
Họ	Regression model	Regression model
Năm ra đời	2015 (QQ); panel applications from ~2018	1935 / developed for panels 1980s–1990s
Người khởi xướng	Sim and Zhou (cross-section QQ); panel extension in applied energy/finance econometrics	Aitken (1935); extended to panel data by Baltagi and others
Loại	Nonparametric quantile regression	Generalized linear regression
Công trình gốc	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
Tên gọi khác	Panel QQ regression, panel QQ approach, panel quantile-on-quantile approach, PQQ regression	Panel GLS, Generalized Least Squares for panel data, FGLS panel, feasible GLS panel
Liên quan	6	3
Tóm tắt	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 GLS is a regression method for longitudinal data that explicitly models the non-spherical error structure — heteroscedasticity across units and serial correlation within units — to recover efficient coefficient estimates. Unlike OLS, it weights observations by the inverse of the error covariance matrix, yielding the Best Linear Unbiased Estimator when the error structure is correctly specified.