Uniform predictive inference for factor models with instrumental and idiosyncratic betas (Q6090585): Difference between revisions

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Revision as of 10:25, 19 August 2024

scientific article; zbMATH DE number 7767731
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English
Uniform predictive inference for factor models with instrumental and idiosyncratic betas
scientific article; zbMATH DE number 7767731

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    Uniform predictive inference for factor models with instrumental and idiosyncratic betas (English)
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    17 November 2023
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    factor-augmented prediction
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    uniform inference
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    projected PCA
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    large dimensional data
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    high-frequency data
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