Estimation and inference in semiparametric quantile factor models
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Publication:2658787
DOI10.1016/j.jeconom.2020.07.003zbMath1471.62332OpenAlexW2627001344MaRDI QIDQ2658787
Shujie Ma, Oliver B. Linton, J. T. Gao
Publication date: 24 March 2021
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://www.monash.edu/business/econometrics-and-business-statistics/research/publications/ebs/wp08-17.pdf
Applications of statistics to economics (62P20) Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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