Functional coefficient quantile regression model with time-varying loadings-Reference-Cited by-同舟云学术

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Functional coefficient quantile regression model with time-varying loadings

Published:2023-01-30 Issue:1 Volume:26 Page:
ISSN:1514-0326
Container-title:Journal of Applied Economics
language:en
Short-container-title:Journal of Applied Economics

Author:

Atak Alev¹,Montes-Rojas Gabriel²,Olmo Jose³

Affiliation:

1. Department of Economics, Middle East Technical University, Ankara, Turkey

2. Universidad de Buenos Aires and CONICET, Instituto Interdisciplinario de Economía Política, Buenos Aires, Argentina

3. Department of Economics, University of Southampton. UK. Departamento de Analisis Economico. Universidad de Zaragoza. Spain

Publisher

Informa UK Limited

Subject

General Economics, Econometrics and Finance

Link

https://www.tandfonline.com/doi/pdf/10.1080/15140326.2023.2167151

Reference38 articles.

1. Asset Pricing with a General Multifactor Structure

2. Quantile Co-Movement in Financial Markets: A Panel Quantile Model With Unobserved Heterogeneity

3. Inferential Theory for Factor Models of Large Dimensions

4. Panel Data Models With Interactive Fixed Effects

5. Determining the Number of Factors in Approximate Factor Models

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