Estimation and inference in semiparametric quantile factor models
Shujie Ma, Oliver Linton, Jiti Gao
| Year of publication: |
2021
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|---|---|
| Authors: | Ma, Shujie ; Linton, Oliver ; Gao, Jiti |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 222.2021, 1,2, p. 295-323
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| Subject: | Cross-sectional dependence | Fama-French model | Inference | Quantile | Sieve estimation | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Nichtparametrisches Verfahren | Nonparametric statistics | Faktorenanalyse | Factor analysis | Schätzung | Estimation | Querschnittsanalyse | Cross-section analysis | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012619426