On bootstrapping panel factor series
type: Item
instance of: scholarly article
title: On bootstrapping panel factor series
zbMATH Open document ID: 1443.62289
author: Lorenzo Trapani
published in: Journal of Econometrics
publication date: 2017-05-12T00:00:00Z
full work available at URL: Trapani4R.pdf
full work available at URL: S0304407612002175
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H25
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 6714802
zbMATH Keywords: bootstrap
zbMATH Keywords: invariance principle
zbMATH Keywords: factor series
zbMATH Keywords: vector autoregression
zbMATH Keywords: joint asymptotics
MaRDI profile type: Publication
OpenAlex ID: W2014546841
cites work: Inferential Theory for Factor Models of Large Dimensions
cites work: Estimating cross-section common stochastic trends in nonstationary panel data
cites work: Determining the Number of Factors in Approximate Factor Models
cites work: Q5475042
cites work: Evaluating latent and observed factors in macroeconomics and finance
cites work: Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
cites work: Sieve bootstrap for time series
cites work: Strong invariance principle for dependent random fields
cites work: Bootstrapping cointegrating regressions
cites work: EFFICIENT ESTIMATION OF FACTOR MODELS
cites work: Infinite-dimensional VARs and factor models
cites work: High dimensional covariance matrix estimation using a factor model
cites work: Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
cites work: THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS
cites work: Bootstrapping factor-augmented regression models
cites work: Q3911791
cites work: REGRESSION, AUTOREGRESSION MODELS
cites work: Asymptotics for Panel Models with Common Shocks
cites work: A bootstrap procedure for panel data sets with many cross-sectional units
cites work: Bounds for the infinity norm of the inverse for certain \(M\)- and \(H\)-matrices
cites work: Modeling and Forecasting U.S. Mortality
cites work: Texture synthesis and nonparametric resampling of random fields
cites work: AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
cites work: Bootstrap Unit Root Tests
cites work: Linear Regression Limit Theory for Nonstationary Panel Data
cites work: Asymptotics for linear processes
cites work: Strong approximation for set-indexed partial sum processes via KMT constructions. I
DOI: 10.1016/J.JECONOM.2012.09.001
description: scientific article; zbMATH DE number 6714802