Quantile prediction with factor-augmented regression: structural instability and model uncertainty (Q6969765)
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scientific article; zbMATH DE number 8054464
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| English | Quantile prediction with factor-augmented regression: structural instability and model uncertainty |
scientific article; zbMATH DE number 8054464 |
Statements
Quantile prediction with factor-augmented regression: structural instability and model uncertainty (English)
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19 June 2025
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factor model
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forward-validation
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local stationarity
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model misspecification
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time-varying parameters
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