Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753)
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scientific article; zbMATH DE number 6547757
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Predictive quantile regression with persistent covariates: IVX-QR approach |
scientific article; zbMATH DE number 6547757 |
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Predictive quantile regression with persistent covariates: IVX-QR approach (English)
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1 March 2016
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IVX filtering
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local to unity
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multivariate predictors
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predictive regression
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quantile regression
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