Panel quantile regression for extreme risk (Q6118720)
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scientific article; zbMATH DE number 7822310
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Panel quantile regression for extreme risk |
scientific article; zbMATH DE number 7822310 |
Statements
Panel quantile regression for extreme risk (English)
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21 March 2024
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extreme conditional quantiles
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heteroscedastic extremes
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individual fixed effects
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intermediate conditional quantiles
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prediction accuracy
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