Confidence intervals in regressions with estimated factors and idiosyncratic components
Year of publication: |
August 2017
|
---|---|
Authors: | Fosten, Jack |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 157.2017, p. 71-74
|
Subject: | Factor model | Idiosyncratic component | Inference | Confidence intervals | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Faktorenanalyse | Factor analysis | Induktive Statistik | Statistical inference | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Zeitreihenanalyse | Time series analysis |
-
Maximum likelihood estimation and inference for high dimensional nonlinear factor models
Wang, Fa, (2017)
-
Wang, Fa, (2022)
-
Robust inference for diffusion-index forecasts with cross-sectionally dependent data
Kim, Min Seong, (2021)
- More ...
-
Fosten, Jack, (2012)
-
Fosten, Jack, (2012)
-
Dynamic persistence in the unemployment rate of OECD countries
Fosten, Jack, (2011)
- More ...