Narrow search
Showing 1 - 8 of 8
Cover Image
Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia; McCracken, Michael W.; Perron, Benoit - 2015
Persistent link: https://www.econbiz.de/10011392844
Cover Image
Bootstrap prediction intervals for factor models
Gonçalves, Sílvia; Perron, Benoit; Djogbenou, Antoine - 2016
Persistent link: https://www.econbiz.de/10011453628
Cover Image
Bootstrap inference in regressions with estimated factors and serial correlation
Djogbenou, Antoine; Gonçalves, Sílvia; Perron, Benoit - 2015
Persistent link: https://www.econbiz.de/10011411330
Cover Image
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
Cover Image
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
Cover Image
Bootstrap prediction intervals for factor models
Gonçalves, Sílvia; Perron, Benoit; Djogbenou, Antoine - In: Journal of business & economic statistics : JBES ; a … 35 (2017) 1, pp. 53-69
Persistent link: https://www.econbiz.de/10011704104
Cover Image
Bootstrapping factor models with cross sectional dependence
Gonçalves, Sílvia; Perron, Benoit - 2018
Persistent link: https://www.econbiz.de/10011884019
Cover Image
Tests of equal accuracy for nested models with estimated factors
Gonçalves, Sílvia; McCracken, Michael W.; Perron, Benoit - In: Journal of econometrics 198 (2017) 2, pp. 231-252
Persistent link: https://www.econbiz.de/10011818789