Estimation and inference in semiparametric quantile factor models (Q2658787)
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scientific article; zbMATH DE number 7327196
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| English | Estimation and inference in semiparametric quantile factor models |
scientific article; zbMATH DE number 7327196 |
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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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0.91581523
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0.90544444
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0.90208733
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0.89988303
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0.89980996
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0.8984884
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0.89589894
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