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Common correlated effects estimation of heterogeneous dynamic panel quantile regression models
Harding, Matthew C., (2018)
Cluster robust covariance matrix estimation in panel quantile regression with individual fixed effects
Yoon, Jungmo, (2020)
Nonparametric quantile regression estimation with mixed discrete and continuous data
Li, Degui, (2021)
Risk analysis using regression quantiles : evidence from international equity markets
Guo, Hongtao, (2013)
Risk Analysis Using Regression Quantiles : Evidence from International Equity Markets
A residual based test for the numm hypothesis of cointegration
Xiao, Zhijie, (1999)