Other packages > Find by keyword >

tsqr  

Sequential Threshold-Spatial-Quantile Panel Estimation
View on CRAN: Click here


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
[Scholar Profile | Author Map]
All associated links for this package
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)
Other packages that cited tsqr R package
View tsqr citation profile
Other R packages that tsqr depends, imports, suggests or enhances
Complete documentation for tsqr
Functions, R codes and Examples using the tsqr R package
Full tsqr package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

AutoWeatherIndices  
Calculating Weather Indices
Weather indices are formed from weather variables in this package. The users can input any number of ...
Download / Learn more Package Citations See dependency  
pps  
PPS Sampling
Functions to select samples using PPS (probability proportional to size) sampling. The package also ...
Download / Learn more Package Citations See dependency  
maGUI  
A Graphical User Interface for Microarray Data Analysis and Annotation
Provides a comprehensive graphical user interface for analysis of Affymetrix, Agilent, Illumina, Nim ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  
surveyCV  
Cross Validation Based on Survey Design
Functions to generate K-fold cross validation (CV) folds and CV test error estimates that take into ...
Download / Learn more Package Citations See dependency  

27,806

R Packages

239,283

Dependencies

73,837

Author Associations

27,807

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA