Estimation and inference in semiparametric quantile factor models (Q2658787)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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