Bootstrap prediction intervals for factor models
Sílvia Gonçalves, Benoit Perron, Antoine Djogbenou
| Year of publication: |
January 2017
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|---|---|
| Authors: | Gonçalves, Sílvia ; Perron, Benoit ; Djogbenou, Antoine |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 35.2017, 1, p. 53-69
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| Subject: | Bootstrap | Conditional mean | Factor model | Forecast | Bootstrap-Verfahren | Bootstrap approach | Prognoseverfahren | Forecasting model | Faktorenanalyse | Factor analysis | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1054492 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011704104