A new robust inference for predictive quantile regression (Q2697984)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new robust inference for predictive quantile regression |
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A new robust inference for predictive quantile regression (English)
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14 April 2023
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auxiliary regressor
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embedded endogeneity
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highly persistent predictor
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multiple regression
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predictive quantile regression
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robust
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weighted estimator
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