Bayesian Analysis of Time-Varying Quantiles Using a Smoothing Spline
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-04-10 (All new papers)
- NEP-ECM-2012-04-10 (Econometrics)
- NEP-ETS-2012-04-10 (Econometric Time Series)
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