1 论文标题
《Estimation in Semiparametric Quantile Factor Models》
2 作者信息
Shujie Ma and Oliver Linton and Jiti Gao
3 出处和链接（比如，NBER working paper No.11000）

4 摘要
We propose an estimation methodology for a semiparametric quantile factor panel model. We provide tools for inference that are robust to the existence of moments and to the form of weak cross-sectional dependence in the idiosyncratic error term. We apply our method to daily stock return data.