Narrow search
Showing 1 - 7 of 7
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
The scale of predictability
Bandi, Federico M.; Perron, Benoit; Tamoni, Andrea; … - 2015
Persistent link: https://www.econbiz.de/10011411337
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
The scale of predictability
Bandi, F. M.; Perron, Benoit; Tamoni, A.; Tebaldi, C. - In: Journal of econometrics 208 (2019) 1, pp. 120-140
Persistent link: https://www.econbiz.de/10012139815
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