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Bounds testing when the controls carry trends2 months ago
What this package is for | The second unknown | Why no bounds table ships with this package | The data | A first fit | The diagnostic you must run | Penalty sensitivity | Where the critical values come from | Validation | Limitations | References
Introduction to wqrr: Wavelet Quantile Regression Toolbox5 months ago
Overview | Example data | 1. Wavelet Quantile Regression (WQR) | 2. Multivariate WQR | 3. Wavelet Quantile-on-Quantile Regression (WQQR) | 4. Nonparametric Causality-in-Quantiles | 5. Wavelet Quantile Mediation & Moderation | 6. Wavelet Quantile Correlation | 7. Wavelet Quantile Density Estimation | 8. Colour palettes | References
Introduction to Quantile-on-Quantile Regression9 months ago
Overview | Why Quantile-on-Quantile Regression? | The Original Application: Oil Prices and Stock Returns | Installation | Quick Start | Basic Usage | Summary Statistics | Visualization | 3D Surface Plot | Available Color Scales | Heatmaps | Contour Plot | Quantile Correlation | Detailed Example: Simulating Asymmetric Relationships | Working with Results | Extracting Results | Exporting Results | Customizing Quantile Grids | Methodology Details | The QQ Model | Estimation | Comparison with Standard Methods | OLS vs Quantile Regression vs QQ | When to Use QQ Regression | References | Session Info