Package: tsqr
Title: Sequential Threshold-Spatial-Quantile Panel Estimation
Version: 0.1.2
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: 2026-06-16 15:36:46 UTC; nehadhanawade
Author: Prakash Vhankade [aut, cre] (ORCID:
    <https://orcid.org/0009-0005-2436-0603>)
Maintainer: Prakash Vhankade <prakash.vhankade@gipe.ac.in>
Repository: CRAN
Date/Publication: 2026-06-22 15:00:02 UTC
Built: R 4.5.2; ; 2026-06-22 16:37:16 UTC; unix
