Estimation of characteristics-based quantile factor models
Year of publication: |
25 April 2023
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Authors: | Chen, Liang ; Dolado, Juan J. ; Gonzalo, Jesús ; Pan, Haozi |
Publisher: |
London : Centre for Economic Policy Research |
Subject: | quantile factor models | nonparametric quantile regression | principal componentanalysis | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Regressionsanalyse | Regression analysis | Nichtparametrisches Verfahren | Nonparametric statistics | Schätzung | Estimation |
Extent: | 1 Online-Ressource (circa 37 Seiten) Illustrationen |
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Series: | Discussion papers / CEPR. - London : CEPR, ZDB-ID 2001019-9. - Vol. DP18115 |
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
Language: | English |
Source: | ECONIS - Online Catalogue of the ZBW |
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