Dynamic Quantile Models of Rational Behavior
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Recommendations
- Dynamic quantile models
- Static and dynamic quantile preferences
- Solving and estimating dynamic models under rational expectations
- Empirically feasible solutions and explicit dynamics for rational expectation models
- Time-varying rational expectations models
- Dynamic quantile function models
- Quasi-rational expectations
- Dynamically consistent preferences with quadratic beliefs
Cited in
(23)- Quantile selection in non-linear GMM quantile models
- A time-varying model of rational learning
- Static and dynamic quantile preferences
- Smoothed GMM for quantile models
- Dynamic quantile models
- Dynamically consistent preferences with quadratic beliefs
- Optimal payoff under the generalized dual theory of choice
- Equal-quantile rules in resource allocation with uncertain needs
- Portfolio selection in quantile decision models
- Conditional quantiles: an operator-theoretical approach
- Dynamic programs on partially ordered sets
- Dynamic economics with quantile preferences
- High-dimensional latent panel quantile regression with an application to asset pricing
- Numerical solution of dynamic quantile models
- Asset Pricing via the Conditional Quantile Variational Autoencoder
- Bootstrap Inference for Panel Data Quantile Regression
- Multivariate portfolio choice via quantiles
- Quantile approach to intertemporal consumption with multiple assets
- Life-cycle consumption and life insurance: empirical evidence from Italian survey
- Do people maximize quantiles?
- Censored beliefs and wishful thinking
- Estimation of non-smooth non-parametric estimating equations models with dependent data
- One Axiom to Rule Them All: A Minimalist Axiomatization of Quantiles
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