Dealing with Markov-switching parameters in quantile regression models (Q5055169)
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scientific article; zbMATH DE number 7632236
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Dealing with Markov-switching parameters in quantile regression models |
scientific article; zbMATH DE number 7632236 |
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Dealing with Markov-switching parameters in quantile regression models (English)
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13 December 2022
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EM algorithm
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Markov-switching
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quantile regression
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quasi-maximum likelihood estimation
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structural breaks
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