Bootstrapping factor models with cross sectional dependence (Q2227057): Difference between revisions

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+Inferential Theory for Factor Models of Large Dimensions
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+Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
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+Principal components estimation and identification of static factors
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+Covariance regularization by thresholding
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+Regularized estimation of large covariance matrices
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+Adaptive Thresholding for Sparse Covariance Matrix Estimation
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+Arbitrage, Factor Structure, and Mean-Variance Analysis on Large Asset Markets
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+Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation
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+High-dimensional covariance matrix estimation in approximate factor models
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+Large Covariance Estimation by Thresholding Principal Orthogonal Complements
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+Power Enhancement in High-Dimensional Cross-Sectional Tests
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+Time-Varying Risk Premium in Large Cross-Sectional Equity Data Sets
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+THE MOVING BLOCKS BOOTSTRAP FOR PANEL LINEAR REGRESSION MODELS WITH INDIVIDUAL FIXED EFFECTS
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+Bootstrapping factor-augmented regression models
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+THE BOOTSTRAP OF THE MEAN FOR DEPENDENT HETEROGENEOUS ARRAYS
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+Banded and tapered estimates for autocovariance matrices and the linear process bootstrap
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+Generalized Thresholding of Large Covariance Matrices
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+Forecasting Using Principal Components From a Large Number of Predictors
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