Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure-Reference-Cited by-同舟云学术

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Functional-Coefficient Quantile Regression for Panel Data with Latent Group Structure

Published:2023-10-31 Issue: Volume: Page:1-27
ISSN:0735-0015
Container-title:Journal of Business & Economic Statistics
language:en
Short-container-title:Journal of Business & Economic Statistics

Author:

Yang Xiaorong¹,Chen Jia²,Li Degui³,Li Runze⁴

Affiliation:

1. School of Statistics and Mathematics, Zhejiang Gongshang University, Hangzhou, China

2. Department of Economics and Related Studies, University of York, York, UK

3. Department of Mathematics, University of York, York, UK

4. Department of Statistics, Pennsylvania State University, University Park, PA

Funder

Natural Science Foundation of Zhejiang Province

National Social Science Foundation of China

National Natural Science Foundation of China

Fundamental Research Funds for Provincial Universities of Zhejiang

Economic and Social Research Council

NIH grants

Publisher

Informa UK Limited

Subject

Statistics, Probability and Uncertainty,Economics and Econometrics,Social Sciences (miscellaneous),Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/07350015.2023.2277172

Reference57 articles.

1. Eigenvalue Ratio Test for the Number of Factors

2. Clustering Huge Number of Financial Time Series: A Panel Data Approach With High-Dimensional Predictors and Factor Structures

3. Conditional quantile processes based on series or many regressors

4. Grouped Patterns of Heterogeneity in Panel Data

5. REGRESSION QUANTILES FOR TIME SERIES

Cited by 1 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Homogeneity Pursuit in the Functional-Coefficient Quantile Regression Model for Panel Data with Censored Data;Studies in Nonlinear Dynamics & Econometrics;2024-07-19

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