High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing

4 December 2019

Papers citing "High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing"

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Title
High-Dimensional Quantile Regression: Convolution Smoothing and Concave Regularization Kean Ming Tan Lan Wang Wen-Xin Zhou 29 56 0 12 Sep 2021