Factor instrumental variable quantile regression

DOI10.1515/snde-2013-0014zbMath1506.62279OpenAlexW2256590114MaRDI QIDQ2687857

Jau-er Chen

Publication date: 7 March 2023

Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1515/snde-2013-0014

zbMATH Keywords

instrumental variablequantile regressionpanel datafactorasymmetric return-volume relation

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nonparametric estimation (62G05)

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