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Distribution dynamics and quantile dynamic convergence of the digital economy: Prefecture-level evidence in China. (2024). He, Yurun ; Zhang, Dongyang ; Bai, Dingchuan ; Wang, Cao.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002771.

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  22. Consistent Specification Test of the Quantile Autoregression. (2024). Phella, Anthoulla.
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  23. Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian.
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  24. Dynamic Quantile Panel Data Models with Interactive Effects. (2023). shin, yongcheol ; Author-Name, Jia Chen ; Zheng, Chaowen.
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  26. Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries. (2023). Huang, Zishan ; Li, Shuang ; Zhu, Huiming.
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  27. Toward carbon peaking and neutralization: The heterogeneous stochastic convergence of CO2 emissions and the role of digital inclusive finance. (2023). Tang, Songlin ; Xie, Qichang ; Raza, Muhammad Yousaf ; Bai, Dingchuan ; Ma, DI.
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  29. A spatial panel quantile model with unobserved heterogeneity. (2023). Ando, Tomohiro ; Lu, Lina ; Li, Kunpeng.
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  30. Heterogeneous Predictive Association of CO2 with Global Warming. (2023). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Muoz, Jesus Gonzalo ; Ramos, Andrey David.
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  31. Probabilistic Quantile Factor Analysis. (2023). Korobilis, Dimitris ; Schrder, Maximilian.
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  32. Where do they care? The ECB in the media and inflation expectations. (2023). Korobilis, Dimitris ; Schrder, Maximilian.
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  34. Heterogeneous predictive association of CO2 with global warming. (2023). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Ramos, Andrey.
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  36. Estimation of Heterogeneous Treatment Effects Using Quantile Regression with Interactive Fixed Effects. (2022). Whang, Yoon-Jae ; Oka, Tatsushi ; GAO, Jiti ; Xu, Ruofan.
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  37. Cross-country agricultural TFP convergence and capital deepening: evidence for induced innovation from 17 OECD countries. (2022). Sheng, YU ; Erickson, Kenneth ; Ball, Eldon V ; san Juan, Carlos.
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  38. Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks. (2022). shin, yongcheol ; Greenwood-Nimmo, Matthew ; Ando, Tomohiro.
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  39. Smoothed Quantile Regression with Factor-Augmented Regularized Variable Selection for High Correlated Data. (2022). Zhang, Yongxia ; Wang, QI ; Tian, Maozai.
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  40. Bayesian and maximum likelihood analysis of large-scale panel choice models with unobserved heterogeneity. (2022). Bai, Jushan ; Ando, Tomohiro ; Li, Kunpeng.
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  41. Quantile Factor Models. (2021). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
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  42. Heterogeneity in Manufacturing Growth Risk. (2021). van Dijk, Dick ; Franses, Philip Hans ; Opschoor, Daan.
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  43. The Convergence Rate of High-Dimensional Sample Quantiles for φ -Mixing Observation Sequences. (2021). Peng, Ling ; Han, Dong.
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  44. Measurement of common risks in tails: A panel quantile regression model for financial returns. (2021). Cech, Frantisek ; Baruník, Jozef ; Barunik, Jozef.
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  45. Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2021). Peng, Bin ; GAO, Jiti ; Liu, Fei.
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  46. Binary Response Models for Heterogeneous Panel Data with Interactive Fixed Effects. (2020). Gao, Jiti ; Liu, Fei ; Peng, Bin.
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  47. A Functional-Coefficient VAR Model for Dynamic Quantiles with Constructing Financial Network. (2020). Cai, Zongwu ; Liu, Xiyuan.
    In: WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS.
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  48. Quantile Factor Models. (2020). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp13870.

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  49. Forecasting With Factor-Augmented Quantile Autoregressions: A Model Averaging Approach. (2020). Phella, Anthoulla.
    In: Papers.
    RePEc:arx:papers:2010.12263.

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  50. Revisiting Granger Causality of CO2 on Global Warming: a Quantile Factor Approach. (2013). Gonzalo, Jesus ; Dolado, Juan ; Chen, Liang ; Ramos, Andrey David.
    In: DES - Working Papers. Statistics and Econometrics. WS.
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