Bootstrapping factor-augmented regression models
Year of publication: |
2012-05-01
|
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Authors: | Gonçalves, Sílvia ; Perron, Benoit |
Institutions: | Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) |
Subject: | factor model | bootstrap | asymptotic bias | Modèle à facteurs | biais asymptotique |
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