Showing 1 - 10 of 16
Persistent link: https://www.econbiz.de/10013503856
Persistent link: https://www.econbiz.de/10012619958
Persistent link: https://www.econbiz.de/10014448448
Persistent link: https://www.econbiz.de/10013259517
Persistent link: https://www.econbiz.de/10012199405
We propose an estimation methodology for a semiparametric quantile factor panel model. We provide tools for inference that are robust to the existence of moments and to the form of weak cross-sectional dependence in the idiosyncratic error term. We apply our method to CRSP daily data
Persistent link: https://www.econbiz.de/10012957049
We propose an estimation methodology for a semiparametric quantile factor panel model. We provide tools for inference that are robust to the existence of moments and to the form of weak cross-sectional dependence in the idiosyncratic error term. We apply our method to CRSP daily data.
Persistent link: https://www.econbiz.de/10011775200
Persistent link: https://www.econbiz.de/10011781747
Persistent link: https://www.econbiz.de/10011782080
Persistent link: https://www.econbiz.de/10012698841