quantile_factor_mod​els

Version 1.0.0 (2.24 MB) by Dimitris Korobilis
Factor models for different quantiles of the distribution of time series data. Replication package for Korobilis and Schroeder (2025) papers
0.0
(0)
7 Downloads
Updated 3 Jun 2025
View License on GitHub

Cite As

Dimitris Korobilis (2025). quantile_factor_models (https://github.com/korobilis/quantile_factor_models/releases/tag/v1.0.0), GitHub. Retrieved .

MATLAB Release Compatibility
Created with R2023b
Compatible with any release
Platform Compatibility
Windows macOS Linux
Tags Add Tags

Community Treasure Hunt

Find the treasures in MATLAB Central and discover how the community can help you!

Start Hunting!

QFAVAR/Forecasting

QFAVAR/Forecasting/data

QFAVAR/Forecasting/functions

QFAVAR/Structural

QFAVAR/Structural/data

QFAVAR/Structural/functions

VBQFA/EMPIRICAL_1_UNCERTAINTY

VBQFA/EMPIRICAL_1_UNCERTAINTY/functions

VBQFA/EMPIRICAL_1_UNCERTAINTY/models

VBQFA/EMPIRICAL_2_FCI

VBQFA/EMPIRICAL_2_FCI/functions

VBQFA/EMPIRICAL_2_FCI/models

VBQFA/MONTE_CARLO_ELBO

VBQFA/MONTE_CARLO_ELBO/functions

VBQFA/MONTE_CARLO_ELBO/models

VBQFA/MONTE_CARLO_MAIN

VBQFA/MONTE_CARLO_MAIN/functions

VBQFA/MONTE_CARLO_MAIN/models

VBQFA/MONTE_CARLO_MAIN/test

Version Published Release Notes
1.0.0

To view or report issues in this GitHub add-on, visit the GitHub Repository.
To view or report issues in this GitHub add-on, visit the GitHub Repository.