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Quantile Factor Models - MaRDI portal

Quantile Factor Models (Q5860032)

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scientific article; zbMATH DE number 7429817
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English
Quantile Factor Models
scientific article; zbMATH DE number 7429817

    Statements

    title
    Quantile Factor Models (English)
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    author
    Liang Chen
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    Juan J. Dolado
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    Jesús Gonzalo
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    published in
    Econometrica
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    publication date
    18 November 2021
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    zbMATH Keywords
    factor models
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    quantile regression
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    incidental parameters
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    Identifiers

    DOI
    10.3982/ECTA15746
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    Mathematics Subject Classification ID
    62G08
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    62H25
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    62P20
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    zbMATH DE Number
    7429817
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    arXiv ID
    1911.02173
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    OpenAlex ID
    W3138290602
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