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Dynamic Quantile Panel Data Models with Interactive Effects * (2024)

First Author: Zheng C

Attributed to: New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks funded by ESRC

Abstract

No abstract provided

Bibliographic Information

Digital Object Identifier: http://dx.doi.org/10.2139/ssrn.4910743

Publication URI: http://dx.doi.org/10.2139/ssrn.4910743

Type: Preprint