Estimation and inference in semiparametric quantile factor models (Q2658787)

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Estimation and inference in semiparametric quantile factor models
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    Estimation and inference in semiparametric quantile factor models (English)
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    24 March 2021
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    cross-sectional dependence
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    Fama-French model
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    inference
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    quantile
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    sieve estimation
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