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tsqr
View on CRAN: Click
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Download and install tsqr package within the R console
Install from CRAN:
install.packages("tsqr")
Install from Github:
library("remotes")
install_github("cran/tsqr") Install by package version:
library("remotes")
install_version("tsqr", "0.1.2") Attach the package and use:
library("tsqr")
Maintained by
Prakash Vhankade
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First Published: 2026-06-22
Latest Update: 2026-06-22
Description:
Implements a sequential panel estimation protocol for regional economic panels that combines three estimation layers in a fixed order. The first layer applies a two-way fixed effects baseline. The second layer applies the panel threshold regression method of Hansen (1999) <doi:10.1016/S0304-4076(99)00025-1> to identify structural breaks at an unknown threshold of a moderating variable, with bootstrap inference following Hansen (2000) <doi:10.1111/1468-0262.00124>. The third layer applies a spatial Durbin model with an impact decomposition following LeSage and Pace (2009, ISBN:978-1-4200-6424-7) to quantify direct and indirect spillover effects. The fourth layer applies the two-step panel quantile estimator of Canay (2011) <doi:10.1111/j.1368-423X.2011.00349.x> to document distributional heterogeneity in the outcome. The threshold identified in the second layer defines a subsample used as structured input to the fourth layer, and a consistency check evaluates whether the three sets of results are jointly compatible with a common underlying structural relationship. An illustrative panel of 33 districts of the state of Maharashtra, India, observed over 10 agricultural years, is included with the package.
How to cite:
Prakash Vhankade (2026). tsqr: Sequential Threshold-Spatial-Quantile Panel Estimation. R package version 0.1.2, https://cran.r-project.org/web/packages/tsqr. Accessed 14 Jul. 2026.
Previous versions and publish date:
(2026-07-09 07:15), 0.1.2 (2026-06-22 17:00)
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