Pages that link to "Item:Q2227057"
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The following pages link to Bootstrapping factor models with cross sectional dependence (Q2227057):
Displayed 7 items.
- Factor-driven two-regime regression (Q820823) (← links)
- The GMM estimation of semiparametric spatial stochastic frontier models (Q2103050) (← links)
- Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality (Q2227045) (← links)
- Exponent of cross-sectional dependence for residuals (Q2297944) (← links)
- Factor-based imputation of missing values and covariances in panel data of large dimensions (Q2688654) (← links)
- Learning Latent Factors From Diversified Projections and Its Applications to Over-Estimated and Weak Factors (Q5885115) (← links)
- Bootstrap analysis of mutual fund performance (Q6163278) (← links)