Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients
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More about this item
Keywords
Quantile Regression; Dynamic Coefficients; Parametric Estimation; Elec- tricity Prices;All these keywords.
JEL classification:
- C01 - Mathematical and Quantitative Methods - - General - - - Econometrics
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
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