Expectile and M-quantile regression for panel data.

Ian Meneghel Danilevicz Valderio Anselmo Reisen Pascal Bondon

Published in: Stat. Comput. (2024)

Keyphrases

quantile regression
panel data
least squares
cross validated
stock returns
response variable
cross validation
log likelihood
corporate governance
stock market
machine learning
short term
linear regression
stock price
cross sectional
prediction intervals