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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. 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