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Keywords: MMQR
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Journal Articles
International Journal of Emerging Markets (2023) 18 (10): 4690–4706.
Published: 02 February 2022
... and relative prices over the period 1995–2017. Design/methodology/approach This study applies the heterogeneous panel data estimators based on the fully modified-OLS (FM-OLS), dynamic-OLS (DOLS) and the recently developed method of moments quantile regression (MMQR). Findings The empirical results...
