EconBase
← All papers

High Dimensional Latent Panel Quantile Regression with an Application to Asset Pricing

Alexandre Belloni, Mingli Chen, Oscar Hernan Madrid Padilla, Zixuan, Wang

arXiv 4 Dec 2019 · Econometrics · publishedThe Annals of Statistics (2023) · 9 citations (OpenAlex)

arXiv:1912.02151 · PDF · DOI · OpenAlex · Extracted main text

Abstract

We propose a generalization of the linear panel quantile regression model to accommodate both sparse and dense parts: sparse means while the number of covariates available is large, potentially only a much smaller number of them have a nonzero impact on each conditional quantile of the response variable; while the dense part is represent by a low-rank matrix that can be approximated by latent factors and their loadings. Such a structure poses problems for traditional sparse estimators, such as the $\ell_1$-penalised Quantile Regression, and for traditional latent factor estimator, such as PCA. We propose a new estimation procedure, based on the ADMM algorithm, consists of combining the quantile loss function with $\ell_1$ and nuclear norm regularization. We show, under general conditions, that our estimator can consistently estimate both the nonzero coefficients of the covariates and the latent low-rank matrix. Our proposed model has a "Characteristics + Latent Factors" Asset Pricing Model interpretation: we apply our model and estimator with a large-dimensional panel of financial data and find that (i) characteristics have sparser predictive power once latent factors were controlled (ii) the factors and coefficients at upper and lower quantiles are different from the median.

Citation extraction

82
references
161
in-text mentions
82
distinct cited
1
self-citations
27,320
main-text words

appendix boundary found by none_found · 100% of the source is main text. Read the extracted text to check this.

Most heavily cited references

The works this paper leans on most, across its whole bibliography — not restricted to papers in our corpus. Ranked by composite intensity, which combines how often a work is mentioned, how many sections mention it, and how much of that falls in the main text rather than the appendix.

ReferenceIntensityMentionsSectionsMain text
1barticle[author] Belloni, AlexandreA. Chernozhukov, VictorV (2011) )1.000284100%
2barticle[author] Yu, BinB (1994) )1.00094100%
3barticle[author] Boyd, StephenS., Parikh, NealN., Chu, EricE., Pelea… (2011) )1.00053100%
4barticle[author] Padilla, Oscar Hernan MadridO. H. M. Chatterjee, Sa… (2020) )0.92843100%
5barticle[author] Moon, Hyungsik RogerH. R. Weidner, MartinM (2018) )0.87462100%
6barticle[author] Daniel, KentK. Titman, SheridanS (1997) )0.87452100%
7barticle[author] Chatterjee, SouravS (2015) )0.84333100%
8barticle[author] Elsener, AndreasA. van de Geer, SaraS (2018) )0.84333100%
9bbook[author] van der Vaart, Aad W.A. W. Wellner, Jon AJ. A (1996) )0.84333100%
10barticle[author] Daniel, KentK. Titman, SheridanS (1998) )0.81142100%

Showing the top 10 of 82 scored citations.

Cited by, within the corpus

arXiv econ.EM papers that cite this one, ranked by how heavily they lean on it.

Citing paperIntensityMentionsSections
1Nuclear Norm Regularized Estimation of Panel Regression Models0.84354
20.5cmLow-Rank Estimation of Nonlinear Panel Data Models0.84354
3Regularized Quantile Regression with Interactive Fixed Effects0.769114
4Low-rank Panel Quantile Regression: Estimation and Inference0.64432
5Expected Shortfall LASSO0.64422
62206.121520.51121
7Detecting Latent Communities in Network Formation Models0.40511
8Machine Learning Panel Data Regressions with Heavy-tailed Dependent Data: Theory and Application0.40511
9Robust Estimation and Inference in Panels with Interactive Fixed Effects0.40511
10Panel Data Models with Time-Varying Latent Group Structures0.40511