Version 0.0.1 (June 2025)
Version 1.0.1 (October 2026)
- 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).
- Some notation changes have been made to ensure consistency with the
new version of the paper (see Herstad, Houndetoungan, and Shin, 2026).
In particular, the list of network matrices is now denoted by
Glist rather than A.
- The function qpeer.cfit is added to predict instruments using cross
fittings.