Ando, Tomohiro; Bai, Jushan Quantile co-movement in financial markets: a panel quantile model with unobserved heterogeneity. (English) Zbl 1437.62379 J. Am. Stat. Assoc. 115, No. 529, 266-279 (2020). MSC: 62P05 62F15 62-04 PDF BibTeX XML Cite \textit{T. Ando} and \textit{J. Bai}, J. Am. Stat. Assoc. 115, No. 529, 266--279 (2020; Zbl 1437.62379) Full Text: DOI
Ando, Tomohiro; Bai, Jushan A simple new test for slope homogeneity in panel data models with interactive effects. (English) Zbl 1398.62361 Econ. Lett. 136, 112-117 (2015). MSC: 62P20 62M07 62M10 PDF BibTeX XML Cite \textit{T. Ando} and \textit{J. Bai}, Econ. Lett. 136, 112--117 (2015; Zbl 1398.62361) Full Text: DOI