Tests of no cross-sectional error dependence in panel quantile regressions
Year of publication: |
2023
|
---|---|
Authors: | Demetrescu, Matei ; Hosseinkouchack, Mehdi ; Rodrigues, Paulo M. M. |
Publisher: |
Essen : RWI - Leibniz-Institut für Wirtschaftsforschung |
Subject: | Cross-unit correlation | conditional quantile | factor model | exogeneity |
Series: | Ruhr Economic Papers ; 1041 |
---|---|
Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
ISBN: | 978-3-96973-210-6 |
Other identifiers: | 10.4419/96973210 [DOI] 1860503098 [GVK] hdl:10419/278734 [Handle] RePEc:zbw:rwirep:1041 [RePEc] |
Classification: | C12 - Hypothesis Testing ; C23 - Models with Panel Data |
Source: |
-
Tests of no cross-sectional error dependence in panel quantile regressions
Demetrescu, Matei, (2023)
-
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets
GAGLIARDINI, Patrick,
-
Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets
GAGLIARDINI, Patrick,
- More ...
-
Tests of no cross-sectional error dependence in panel quantile regressions
Demetrescu, Matei, (2023)
-
Autoregressive spectral estimates under ignored changes in the mean
Demetrescu, Matei, (2021)
-
Finite-sample size control of ivx-based tests in predictive regressions
Hosseinkouchack, Mehdi, (2021)
- More ...