Pages that link to "Item:Q528127"
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The following pages link to On bootstrapping panel factor series (Q528127):
Displaying 10 items.
- First-differenced inference for panel factor series (Q356606) (← links)
- Computational framework for longevity risk management (Q744257) (← links)
- Sieve bootstrapt-tests on long-run average parameters (Q1023676) (← links)
- Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
- Inferential theory for heterogeneity and cointegration in large panels (Q2224989) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- A bootstrap procedure for panel data sets with many cross-sectional units (Q3521281) (← links)
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence (Q5263976) (← links)
- Detecting Common Longevity Trends by a Multiple Population Approach (Q5742666) (← links)
- Robust block bootstrap panel predictability tests (Q5860960) (← links)