Bootstrapping factor-augmented regression models
Sílvia Gonçalves; Benoit Perron
| Year of publication: |
2014
|
|---|---|
| Authors: | Gonçalves, Sílvia ; Perron, Benoit |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 182.2014, 1, p. 156-173
|
| Subject: | Factor model | Bootstrap | Asymptotic bias | Bootstrap-Verfahren | Bootstrap approach | Systematischer Fehler | Bias | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Konferenzbeitrag ; Conference paper ; Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010497094