Pages that link to "Item:Q5251510"
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The following pages link to Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510):
Displaying 13 items.
- Relative errors for bootstrap approximations of the serial correlation coefficient (Q355131) (← links)
- A new approach to bootstrap inference in functional coefficient models (Q961409) (← links)
- Confidence intervals in regressions with estimated factors and idiosyncratic components (Q1782308) (← links)
- Bootstrap of minimum distance estimators in regression with correlated disturbances (Q1866237) (← links)
- Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
- A block bootstrap for quasi-likelihood in sparse functional data (Q4999843) (← links)
- Model selection in factor-augmented regressions with estimated factors (Q5862416) (← links)
- Cross-section bootstrap for CCE regressions (Q6118712) (← links)
- Tests for group-specific heterogeneity in high-dimensional factor models (Q6183687) (← links)
- Bootstrap Prediction Intervals for Factor Models (Q6616597) (← links)
- Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data (Q6620936) (← links)
