Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Year of publication: |
2018
|
---|---|
Authors: | Galvao, Antonio Fialho <Jr.> ; Juhl, Ted ; Montes-Rojas, Gabriel ; Olmo, Jose |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 16.2018, 2, p. 211-243
|
Subject: | panel data | quantile regression | slope homogeneity | stock returns | Panel | Panel study | Regressionsanalyse | Regression analysis | Kapitaleinkommen | Capital income | Schätzung | Estimation | Theorie | Theory | Statistischer Test | Statistical test |
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