Package: tsqr
Title: Sequential Threshold-Spatial-Quantile Panel Estimation
Version: 0.2.0
Authors@R: person(given = "Prakash", family = "Vhankade", email = "prakash.vhankade@gipe.ac.in", role = c("aut", "cre"), comment = c(ORCID = "0009-0005-2436-0603"))
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.
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.3.3
Depends: R (>= 4.1.0)
Imports: plm (>= 2.6-0), spdep (>= 1.2-0), spatialreg (>= 1.2-0),
        quantreg (>= 5.90), ggplot2 (>= 3.4.0), stats, utils
Suggests: testthat (>= 3.0.0)
Config/testthat/edition: 3
NeedsCompilation: no
Packaged: 2026-10-17 09:58:35 UTC; root
Author: Prakash Vhankade [aut, cre] (ORCID:
        <https://orcid.org/0009-0005-2436-0603>)
Maintainer: Prakash Vhankade <prakash.vhankade@gipe.ac.in>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-07-06 14:41:22 UTC
RemoteUrl: https://github.com/cran/tsqr
RemoteRef: HEAD
RemoteSha: 23d68f25b499a9826cbefc5c25600ae9e6515ede
