Media type: E-Book Title: Estimation and inference in semiparametric quantile factor models Contributor: Ma, Shujie [VerfasserIn]; Linton, Oliver [VerfasserIn]; Gao, Jiti [VerfasserIn] imprint: Cambridge: University of Cambridge, Faculty of Economics, 25 March 2019 Published in: Cambridge working papers in economics ; 2019,33 Extent: 1 Online-Ressource (circa 64 Seiten); Illustrationen Language: English DOI: 10.17863/CAM.38668 Identifier: Keywords: Cross-Sectional Dependence ; Fama-French Model ; Inference ; Quantile ; Sieve Estimation ; Aufsatz in Zeitschrift Origination: Footnote: Access State: Open Access