{"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":"codex-gemma-dda1882f352a","candidate_categories":["metaepi_narrow"],"consensus_categories":[],"category_scores_codex":[0.006171934,0.0002765592,0.0005680249,0.0009610103,0.0002260132,0.0005443227,0.002581346,0.0004904625,0.0001255417],"category_scores_gemma":[0.0009404507,0.0002594992,0.0002636376,0.0004093797,0.0003992203,0.0001454942,0.002439588,0.001625598,0.00007577453],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006299072,"about_ca_system_score_gemma":0.0004930722,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.0003785789,"about_ca_topic_score_gemma":0.001028816,"domain_scores_codex":[0.9955198,0.0002657869,0.001212469,0.001446638,0.000826281,0.000729083],"domain_scores_gemma":[0.9951994,0.001495975,0.0003520625,0.002482126,0.0003166807,0.000153744],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"design_other","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.00003039082,0.0002307433,0.001328698,0.0000312317,0.00001957401,0.0000162487,0.0001400867,0.2450558,0.00005828594,0.0131249,0.004738609,0.7352255],"study_design_scores_gemma":[0.00008908697,0.00002317283,0.0009800439,0.00005530045,0.000001820651,0.000004147932,0.00008162568,0.6254548,0.00002202212,0.3497058,0.02335441,0.0002276716],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"other","genre_gemma":"empirical","genre_scores_codex":[0.4256749,0.0001564248,0.002624211,0.001378023,0.0003913518,0.001572056,0.0003396256,0.0002387331,0.5676246],"genre_scores_gemma":[0.966178,0.001135615,0.02074344,0.00004625138,0.00008456593,0.0004877,0.00008246216,0.00006209718,0.01117984],"genre_candidate":"empirical","genre_consensus":null,"teacher_disagreement_score":0.7349978,"threshold_uncertainty_score":0.9999857,"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."}}