Alakkari K (2026). AGBQR: Adaptive Generalized Bayesian Quantile Regression. R package version 0.1.0.

Hardy N, Korobilis D (2026). “Generalized Bayesian Composite Quantile Regression with an Application to Equity Premium Forecasting.” SSRN Electronic Journal. doi:10.2139/ssrn.6618603.

Corresponding BibTeX entries:

  @Manual{,
    title = {AGBQR: Adaptive Generalized Bayesian Quantile Regression},
    author = {Khder Alakkari},
    year = {2026},
    note = {R package version 0.1.0},
  }

  @Article{,
    title = {Generalized Bayesian Composite Quantile Regression with an
      Application to Equity Premium Forecasting},
    author = {Nicolas Hardy and Dimitris Korobilis},
    journal = {SSRN Electronic Journal},
    year = {2026},
    doi = {10.2139/ssrn.6618603},
  }