A new robust inference for predictive quantile regression (Q2697984)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7674656
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A new robust inference for predictive quantile regression |
scientific article; zbMATH DE number 7674656 |
Statements
A new robust inference for predictive quantile regression (English)
0 references
14 April 2023
0 references
auxiliary regressor
0 references
embedded endogeneity
0 references
highly persistent predictor
0 references
multiple regression
0 references
predictive quantile regression
0 references
robust
0 references
weighted estimator
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9183154
0 references
0 references
0.9077565
0 references
0.9055926
0 references
0.9040247
0 references
0.90332866
0 references
0.8971932
0 references
0.8950645
0 references
0.8938983
0 references
0.8931057
0 references
