Bootstrapping factor models with cross sectional dependence (Q2227057)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrapping factor models with cross sectional dependence |
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Bootstrapping factor models with cross sectional dependence (English)
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9 February 2021
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factor model
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bootstrap
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asymptotic bias
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cross-sectional dependence
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thresholding
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