{"id":"W3121845317","doi":"","title":"DYNAMIC QUANTILE MODELS","year":2006,"lang":"en","type":"preprint","venue":"RePEc: Research Papers in Economics","topic":"Forecasting Techniques and Applications","field":"Decision Sciences","cited_by":12,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Univariate; Quantile; Econometrics; Multivariate statistics; Quantile regression; Dynamic factor; Computer science; Stock exchange; Statistics; Mathematics; Economics; Finance","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002955953,0.0008990909,0.001300487,0.001450129,0.0005228108,0.002906344,0.003235256,0.001684926,0.01479154],"category_scores_gemma":[0.01075039,0.0005215068,0.001527532,0.002579192,0.0008750495,0.002796672,0.001527481,0.002414335,0.002521526],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.001548555,"about_ca_system_score_gemma":0.0009567669,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.007839345,"about_ca_topic_score_gemma":0.004228584,"domain_scores_codex":[0.9981079,0.0006561747,0.0000880963,0.0004851229,0.0003882812,0.0002745185],"domain_scores_gemma":[0.9971608,0.00159052,0.0003515586,0.0003412243,0.0004368385,0.0001191816],"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":[0.0000593661,0.00006509956,0.004167306,0.0001068329,0.0001123741,0.0001325148,0.0001932077,0.2534072,0.0003786724,0.6713929,0.01052787,0.05945669],"study_design_scores_gemma":[0.00002155062,0.00002694617,0.001245793,0.00004066365,0.00003993807,0.0001005409,0.00005211834,0.6907997,0.0001388856,0.2913207,0.01618145,0.00003172544],"study_design_candidate":"theoretical_or_conceptual","study_design_consensus":"theoretical_or_conceptual","genre_codex":"methods","genre_gemma":"methods","genre_scores_codex":[0.01038665,0.001878086,0.9698972,0.001355647,0.0002365126,0.00006202701,0.001495363,0.0006108928,0.01407757],"genre_scores_gemma":[0.7699519,0.006817811,0.165832,0.001227104,0.0009821792,0.0005073769,0.004785552,0.0006356526,0.04926044],"genre_candidate":"methods","genre_consensus":"methods","teacher_disagreement_score":0.01479154,"threshold_uncertainty_score":0.04948264,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.1647427154506712,"score_gpt":0.4386299577080611,"score_spread":0.2738872422573899,"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."}}