Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach
Mototsugu Shintani and Zi-Yi Guo
| Year of publication: |
2018
|
|---|---|
| Authors: | Shintani, Mototsugu ; Guo, Zi-Yi |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 37.2018, 1/5, p. 360-379
|
| Subject: | Bias correction | bootstrap | dynamic factor model | principal components | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Faktorenanalyse | Factor analysis | Systematischer Fehler | Bias | Monte-Carlo-Simulation | Monte Carlo simulation | Zeitreihenanalyse | Time series analysis | Stichprobenerhebung | Sampling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2015.1092825 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012039266