Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (Q3418483)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
scientific article |
Statements
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (English)
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5 February 2007
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panel data
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common factors
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generated regressors
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cross-section dependence
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robust covariance matrix
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