Specification choices in quantile regression for empirical macroeconomics
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 |
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