项目作者: mpfarrho

项目描述 :
TVP-QR model with time-varying scale parameter, proposed in "Tail forecasts of inflation using time-varying parameter quantile regressions".
高级语言:
项目地址: git://github.com/mpfarrho/tvp-qr.git
创建时间: 2021-09-09T10:29:39Z
项目社区:https://github.com/mpfarrho/tvp-qr

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Time-varying parameter quantile regression (TVP-QR) model with time-varying scale parameter, proposed in “Modeling tail risks of inflation using unobserved component quantile regressions,” Journal of Economic Dynamics and Control.