NEWS

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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)

• Initial Release