NEWS
QuantilePeer 0.0.2
- Data can be simulated in parallel for the quantile model.
- Bootstrap methods are added for reliable inference.
- The Encompassing test now uses bootstrap because compared models can be misspecified
- Optimal instruments are added (see the
qpeer.optimal.inst function) but requires iid errors (see Herstad, Houndetoungan, and Shin, 2026).
QuantilePeer 0.0.1 (2025-06-19)