{"id":"W2017044442","doi":"10.1016/j.jeconom.2008.09.028","title":"Dynamic quantile models","year":2008,"lang":"en","type":"article","venue":"Journal of Econometrics","topic":"Financial Risk and Volatility Modeling","field":"Economics, Econometrics and Finance","cited_by":96,"is_retracted":false,"has_abstract":false,"ca_institutions":"York University; University of Toronto","funders":"","keywords":"Quantile; Estimator; Econometrics; Mathematics; Computer science; Mathematical optimization; Statistics","routes":{"ca_aff":true,"ca_fund":false,"ca_venue":false,"about_ca":false,"invisible_to_affiliation_only":false},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002076681,0.0007039557,0.001662844,0.001065128,0.0006807836,0.003044406,0.002329628,0.002047071,0.02100394],"category_scores_gemma":[0.00933863,0.0008220542,0.001252237,0.001728196,0.001042251,0.002634643,0.001582816,0.002541609,0.002596451],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001566828,"about_ca_system_score_gemma":0.001093894,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007401774,"about_ca_topic_score_gemma":0.004323191,"domain_scores_codex":[0.999118,0.0003094041,0.00003201728,0.0002377939,0.0001539486,0.0001487743],"domain_scores_gemma":[0.9982367,0.0008875824,0.0001877507,0.0002955156,0.0002796104,0.0001127558],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"theoretical_or_conceptual","study_design_gemma":"theoretical_or_conceptual","study_design_scores_codex":[0.00004146387,0.00005504859,0.001336625,0.00003416151,0.0000727962,0.00006565234,0.00007979704,0.2520885,0.000231723,0.7038634,0.01047862,0.03165219],"study_design_scores_gemma":[0.00001670146,0.000009463191,0.0005827549,0.00001409619,0.00002678422,0.00002872128,0.0000199696,0.7080109,0.0000892678,0.2850238,0.006163251,0.00001438709],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.02854868,0.002830908,0.9318875,0.00355655,0.0005207762,0.00005064453,0.001090397,0.0008717356,0.03064291],"genre_scores_gemma":[0.8364537,0.003485966,0.0585442,0.0006848783,0.0008067454,0.0001876212,0.002213194,0.000533366,0.09709041],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.02100394,"threshold_uncertainty_score":0.07026517,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.2182488492490264,"score_gpt":0.2423345774058911,"score_spread":0.02408572815686466,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}