Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10011422650
Persistent link: https://www.econbiz.de/10009704689
Persistent link: https://www.econbiz.de/10011884747
Quantile factor models (QFM) represent a new class of factor models for high-dimensional panel data. Unlike approximate factor models (AFM), which only extract mean factors, QFM also allow unobserved factors to shift other relevant parts of the distributions of observables. We propose a quantile...
Persistent link: https://www.econbiz.de/10012315850
Persistent link: https://www.econbiz.de/10011800047
Persistent link: https://www.econbiz.de/10014252746
Persistent link: https://www.econbiz.de/10014252757
Persistent link: https://www.econbiz.de/10014287166
Persistent link: https://www.econbiz.de/10014289399