Confidence intervals in regressions with estimated factors and idiosyncratic components
Jack Fosten
| Year of publication: |
August 2017
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|---|---|
| Authors: | Fosten, Jack |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 157.2017, p. 71-74
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| Subject: | Factor model | Idiosyncratic component | Inference | Confidence intervals | Prognoseverfahren | Forecasting model | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Schätzung | Estimation | Monte-Carlo-Simulation | Monte Carlo simulation | Regressionsanalyse | Regression analysis | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2017.05.034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011847312