Pages that link to "Item:Q2227057"
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The following pages link to Bootstrapping factor models with cross sectional dependence (Q2227057):
Displaying 15 items.
- Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
- Factor-driven two-regime regression (Q820823) (← links)
- The GMM estimation of semiparametric spatial stochastic frontier models (Q2103050) (← links)
- Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality (Q2227045) (← links)
- Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
- Bootstrapping factor-augmented regression models (Q2451810) (← links)
- Factor-based imputation of missing values and covariances in panel data of large dimensions (Q2688654) (← links)
- Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) (← links)
- Cross-section bootstrap for CCE regressions (Q6118712) (← links)
- Bootstrap analysis of mutual fund performance (Q6163278) (← links)
- A Robust Approach to Heteroscedasticity, Error Serial Correlation and Slope Heterogeneity in Linear Models with Interactive Effects for Large Panel Data (Q6190697) (← links)
- Confidence intervals of treatment effects in panel data models with interactive fixed effects (Q6199627) (← links)
- Robust Inference for Diffusion-Index Forecasts With Cross-Sectionally Dependent Data (Q6620936) (← links)
- Tests of Equal Forecasting Accuracy for Nested Models with Estimated CCE Factors* (Q6620990) (← links)
- Testing for sparse idiosyncratic components in factor-augmented regression models (Q6664624) (← links)
