Specification choices in quantile regression for empirical macroeconomics
Year of publication: |
[2022]
|
---|---|
Authors: | Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano |
Publisher: |
[Cleveland, OH] : Federal Reserve Bank of Cleveland |
Subject: | Quantile regression | tail forecasting | shrinkage | Bayesian methods | quantile scores | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Schätzung | Estimation | Bayes-Statistik | Bayesian inference | Statistische Verteilung | Statistical distribution |
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