Estimation in semiparametric quantile factor models
| Year of publication: |
2018
|
|---|---|
| Authors: | Ma, Shujie ; Linton, Oliver ; Gao, Jiti |
| Publisher: |
London : Centre for Microdata Methods and Practice (cemmap) |
| Subject: | Cross-Sectional Dependence | Fama-French Model | Inference | Sieve Estimation |
| Series: | cemmap working paper ; CWP07/18 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 10.1920/wp.cem.2018.0718 [DOI] 1010754688 [GVK] hdl:10419/189695 [Handle] RePEc:ifs:cemmap:07/18 [RePEc] |
| Source: |
Persistent link: https://www.econbiz.de/10011941430