Constructing density forecasts from quantile regressions : multimodality in macrofinancial dynamics
James Mitchell, Aubrey Poon, Dan Zhu
| Year of publication: |
2024
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|---|---|
| Authors: | Mitchell, James ; Poon, Aubrey ; Zhu, Dan |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 39.2024, 5, p. 790-812
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| Subject: | density forecasts | financial conditions | quantile regressions | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Statistische Verteilung | Statistical distribution | Schätzung | Estimation | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.3049 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015156775