Testing slope homogeneity in quantile regression panel data with an application to the cross-section of stock returns
Antonio F Galvao, Ted Juhl, Gabriel Montes-Rojas and Jose Olmo
| Year of publication: |
2018
|
|---|---|
| Authors: | Galvão Júnior, Antônio Fialho ; 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
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| Subject: | panel data | quantile regression | slope homogeneity | stock returns | Schätzung | Estimation | Panel | Panel study | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Börsenkurs | Share price | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/jjfinec/nbx016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011987759