:: Library Catalog

Cover Image

Saved in:

Bibliographic Details
Main Authors:	Xu, Ruofan, Fan, Qingliang
Format:	Preprint
Published:	2025
Subjects:	Econometrics
Online Access:	https://arxiv.org/abs/2506.19586
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Robust Bond Risk Premia Predictability Test in the Quantiles
by: Liao, Xiaosai, et al.
Published: (2024)

Quantile Random-Coefficient Regression with Interactive Fixed Effects: Heterogeneous Group-Level Policy Evaluation
by: Xu, Ruofan, et al.
Published: (2022)

Composite Quantile Factor Model
by: Huang, Xiao
Published: (2023)

Matrix Quantile Factor Model
by: Kong, Xin-Bing, et al.
Published: (2022)

Robust Inference for Multiple Predictive Regressions with an Application on Bond Risk Premia
by: Liao, Xiaosai, et al.
Published: (2024)

Dynamic Matrix Factor Models for High Dimensional Time Series
by: Yu, Ruofan, et al.
Published: (2024)

Inference for Nonlinear Endogenous Treatment Effects Accounting for High-Dimensional Covariate Complexity
by: Fan, Qingliang, et al.
Published: (2023)

Probabilistic Quantile Factor Analysis
by: Korobilis, Dimitris, et al.
Published: (2022)

Cautions on Tail Index Regressions and a Comparative Study with Extremal Quantile Regression
by: Yang, Thomas T.
Published: (2025)

Modeling the Happiness-Sustainability Nexus via Graphical Lasso and Quantile-on-Quantile Regression
by: Chaouch, Mohamed, et al.
Published: (2025)

Quantile Peer Effect Models
by: Houndetoungan, Aristide
Published: (2025)

A Heteroskedasticity-Robust Overidentifying Restriction Test with High-Dimensional Covariates
by: Fan, Qingliang, et al.
Published: (2022)

Unconditional Quantile Partial Effects via Conditional Quantile Regression
by: Alejo, Javier, et al.
Published: (2023)

Team Networks with Partially Observed Links
by: Xu, Yang
Published: (2025)

Minimum Distance Estimation of Quantile Panel Data Models
by: Melly, Blaise, et al.
Published: (2025)

Inference in Predictive Quantile Regressions
by: Maynard, Alex, et al.
Published: (2023)

Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach
by: Fan, Rui, et al.
Published: (2021)

On Quantile Treatment Effects, Rank Similarity,and Variation of Instrumental Variables
by: Han, Sukjin, et al.
Published: (2025)

Sensitivity Analysis in Unconditional Quantile Effects
by: Martinez-Iriarte, Julian
Published: (2023)

Consistent Specification Test of the Quantile Autoregression
by: Phella, Anthoulla
Published: (2020)

Fast Algorithms for Quantile Regression with Selection
by: Pereda-Fernández, Santiago
Published: (2024)

Quantile Granger Causality in the Presence of Instability
by: Mayer, Alexander, et al.
Published: (2024)

Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models
by: Katsouris, Christis
Published: (2023)

Semiparametric Single-Index Estimation for Average Treatment Effects
by: Huang, Difang, et al.
Published: (2022)

Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting
by: Takahashi, Makoto, et al.
Published: (2024)

Fused LASSO as Non-Crossing Quantile Regression
by: Szendrei, Tibor, et al.
Published: (2024)

Macroeconomic Factors, Industrial Indexes and Bank Spread in Brazil
by: Junior, Carlos Alberto Durigan, et al.
Published: (2024)

Partitioned Wild Bootstrap for Panel Data Quantile Regression
by: Galvao, Antonio F., et al.
Published: (2025)

Distributional Effects in Censored Quantile Regressions with Endogeneity and Heteroskedasticity
by: Wang, Xi
Published: (2026)

Endogenous Quantile Regression with Measurement Error in Dependent Variable
by: Su, Xuanjing
Published: (2026)

Quantile Vector Autoregression without Crossing
by: Ando, Tomohiro, et al.
Published: (2026)

Quantile optimization in semidiscrete optimal transport
by: Zhu, Yinchu, et al.
Published: (2026)

Panel Quantile Regression with Common Shocks
by: Chiang, Harold D., et al.
Published: (2026)

A Quantile Nelson-Siegel model
by: Iacopini, Matteo, et al.
Published: (2024)

Two-way Clustering Robust Variance Estimator in Quantile Regression Models
by: Hounyo, Ulrich, et al.
Published: (2026)

Inferential Theory for Pricing Errors with Latent Factors and Firm Characteristics
by: Choi, Jungjun, et al.
Published: (2025)

Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models
by: Kohns, David, et al.
Published: (2025)

Dynamic Latent-Factor Model with High-Dimensional Asset Characteristics
by: Baybutt, Adam
Published: (2024)

Local Identification in Instrumental Variable Multivariate Quantile Regression Models
by: Kono, Haruki
Published: (2024)

Quantile and Distribution Treatment Effects on the Treated with Possibly Non-Continuous Outcomes
by: Djuazon, Nelly K., et al.
Published: (2024)