Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812): Difference between revisions

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Latest revision as of 23:29, 16 July 2024

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Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap
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    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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