Quantile Factor Models Working Papers

authors

DOLADO LOBREGAD, JUAN JOSE
GONZALO MUÑOZ, JESUS
CHEN, LIANG

publisher

IZA-Institute of Labor Economics

publication date

2020

series title

IZA DP

full text

https://www.iza.org/publications/dp/13870/quantile-factor-models#:~:text=Quantile%20factor%20models%20(QFM)%20represent,of%20the%20distributions%20of%20observables.

series number

13870

keywords

factor models; quantile regression; incidental parameters