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) to identify structural breaks at an unknown threshold of a moderating variable, with bootstrap inference following Hansen (2000) . 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) 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: ) Maintainer: Prakash Vhankade 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