quantile_factor_mod​els

Factor models for different quantiles of the distribution of time series data. Replication package for Korobilis and Schroeder (2025) papers

https://github.com/korobilis/quantile_factor_models

Version 1.0.0 (2.24 MB)
9 Downloads
(0)
3 Jun 2025

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Cite As

Dimitris Korobilis (2026). quantile_factor_models (https://github.com/korobilis/quantile_factor_models/releases/tag/v1.0.0), GitHub. Retrieved .

General Information

MATLAB Release Compatibility

  • Compatible with any release

Platform Compatibility

  • Windows
  • macOS
  • Linux
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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.