Testing Slope Homogeneity in Quantile Regression Panel Data with an Application to the Cross-Section of Stock Returns*
Galvao, Antonio F., Juhl, Ted, Montes-Rojas, Gabriel, Olmo, JoseLanguage:
english
Journal:
Journal of Financial Econometrics
DOI:
10.1093/jjfinec/nbx016
Date:
May, 2017
File:
PDF, 326 KB
english, 2017