Iacopini, Matteo; Poon, Aubrey; Rossini, Luca; Zhu, Dan Bayesian mixed-frequency quantile vector autoregression: eliciting tail risks of monthly US GDP. (English) Zbl 07865847 J. Econ. Dyn. Control 157, Article ID 104757, 16 p. (2023). MSC: 91-XX × Cite Format Result Cite Review PDF Full Text: DOI arXiv
Bernardi, Mauro; Bottone, Marco; Petrella, Lea Bayesian quantile regression using the skew exponential power distribution. (English) Zbl 1469.62022 Comput. Stat. Data Anal. 126, 92-111 (2018). MSC: 62-08 62F15 62G08 × Cite Format Result Cite Review PDF Full Text: DOI Link
Yue, Yu Ryan; Hong, Hyokyoung Grace Bayesian Tobit quantile regression model for medical expenditure panel survey data. (English) Zbl 07257882 Stat. Model. 12, No. 4, 323-346 (2012). MSC: 62-XX × Cite Format Result Cite Review PDF Full Text: DOI