On bootstrapping panel factor series
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Publication:528127
DOI10.1016/J.JECONOM.2012.09.001zbMath1443.62289OpenAlexW2014546841MaRDI QIDQ528127
Publication date: 12 May 2017
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://openaccess.city.ac.uk/id/eprint/13956/1/Trapani4R.pdf
Applications of statistics to economics (62P20) Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
Related Items (6)
First-differenced inference for panel factor series ⋮ Simultaneous multiple change-point and factor analysis for high-dimensional time series ⋮ Inferential theory for heterogeneity and cointegration in large panels ⋮ Detecting Common Longevity Trends by a Multiple Population Approach ⋮ Computational framework for longevity risk management ⋮ Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
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