Time-varying parameter quantile regression (TVP-QR) model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control.
TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regressions"
https://www.sciencedirect.com/science/article/pii/S016518892200197X
Time-varying parameter quantile regression (TVP-QR) model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control.
TVP-QR model with time-varying scale parameter, proposed in "Modeling tail risks of inflation using unobserved component quantile regressions"
https://www.sciencedirect.com/science/article/pii/S016518892200197X