Simultaneous Statistical Inference in Dynamic Factor Models (Q5280122): Difference between revisions

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Latest revision as of 04:25, 14 July 2024

scientific article; zbMATH DE number 6750417
Language Label Description Also known as
English
Simultaneous Statistical Inference in Dynamic Factor Models
scientific article; zbMATH DE number 6750417

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    Simultaneous Statistical Inference in Dynamic Factor Models (English)
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    20 July 2017
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    empirical Fourier transform
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    false discovery rate
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    family-wise error rate
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    likelihood ratio statistic
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    multiple hypothesis testing
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    multivariate chi-square distribution
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    resampling
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    time series regression
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    Wald statistic
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