Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812)
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scientific article; zbMATH DE number 6958735
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap |
scientific article; zbMATH DE number 6958735 |
Statements
Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (English)
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19 October 2018
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bootstrap
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empirical Fourier transform
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family-wise error rate
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multiple hypothesis testing
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multivariate chi-square distribution
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Wald-type statistic
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