We propose an estimation methodology for a semiparametric quantile factor panel model. We provide tools for inference …

In this paper, we propose a localized neural network (LNN) model and then develop the LNN based estimation and … identification restrictions from a nonparametric regression perspective, and establish an estimation theory for the LNN setting under …

We propose an estimation methodology for a semiparametric quantile factor panel model. We provide tools for inference …