Predictive quantile regression with persistent covariates: IVX-QR approach (Q5964753)

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scientific article; zbMATH DE number 6547757
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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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