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Bootstrapping factor-augmented regression models
Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 182 (2014) 1, pp. 156-173
Persistent link: https://www.econbiz.de/10010497094
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Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia; Perron, Benoit - In: Journal of econometrics 218 (2020) 2, pp. 476-495
Persistent link: https://www.econbiz.de/10012483168
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Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia; Perron, Benoit - 2018
Persistent link: https://www.econbiz.de/10011884019