Markov-switching quantile autoregression: a Gibbs sampling approach (Q2691752)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markov-switching quantile autoregression: a Gibbs sampling approach |
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Markov-switching quantile autoregression: a Gibbs sampling approach (English)
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30 March 2023
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asymmetric Laplace distribution
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Gibbs sampler
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non-crossing quantiles
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quantile regression
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regime changes
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