Specification choices in quantile regression for empirical macroeconomics
Andrea Carriero, Todd E. Clark, Massimiliano Marcellino
| Year of publication: |
2025
|
|---|---|
| Authors: | Carriero, Andrea ; Clark, Todd E. ; Marcellino, Massimiliano |
| Published in: |
Journal of applied econometrics. - Chichester [u.a.] : Wiley, ISSN 1099-1255, ZDB-ID 1500458-2. - Vol. 40.2025, 1, p. 57-73
|
| Subject: | Bayesian shrinkage | quantile scores | tail forecasting | Regressionsanalyse | Regression analysis | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Statistische Verteilung | Statistical distribution | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/jae.3099 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015372712