DMQ-package {DMQ} | R Documentation |
The DMQ package allows us to simulate, estimate and forecast using the Dynamic Multiple Quantile (DMQ) model of Catania, L., & Luati, A. (2022). Semiparametric modeling of multiple quantiles. Journal of Econometrics, see doi:10.1016/j.jeconom.2022.11.002.
Please cite Catania and Luati (2022) in working papers and published papers that use DMQ
. Use citation("DMQ")
.
Leopoldo Catania [aut,cre], Alessandra Luati [aut]
Maintainer: Leopoldo Catania <leopoldo.catania@econ.au.dk>
Catania, L, and Luati, A. (2023).
"Semiparametric modeling of multiple quantiles."
Journal of Econometrics
doi:10.1016/j.jeconom.2022.11.002.