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GitHub / mpfarrho / tvp-qr

TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regressions"

JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/mpfarrho%2Ftvp-qr

Stars: 6
Forks: 4
Open Issues: 0

License: None
Language: R
Repo Size: 36.1 KB
Dependencies: 0

Created: over 2 years ago
Updated: 5 months ago
Last pushed: almost 2 years ago
Last synced: 5 months ago

Topics: qr, tails, tvp

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