Pages that link to "Item:Q2451810"

The following pages link to Bootstrapping factor-augmented regression models (Q2451810):

Displaying 19 items.

• Testing for cross-sectional dependence in a panel factor model using the wild bootstrap \(F\) test (Q379922) (← links)
• Forecasting with factor-augmented regression: a frequentist model averaging approach (Q494163) (← links)
• Bootstrap inference for linear dynamic panel data models with individual fixed effects (Q494176) (← links)
• Tests of equal accuracy for nested models with estimated factors (Q524817) (← links)
• On bootstrapping panel factor series (Q528127) (← links)
• Testing for Granger causality in large mixed-frequency VARs (Q726601) (← links)
• Factor-driven two-regime regression (Q820823) (← links)
• Simultaneous multiple change-point and factor analysis for high-dimensional time series (Q1668579) (← links)
• Confidence intervals in regressions with estimated factors and idiosyncratic components (Q1782308) (← links)
• Tests for the explanatory power of latent factors (Q2062414) (← links)
• Bootstrapping factor models with cross sectional dependence (Q2227057) (← links)
• Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
• Testing for structural stability of factor augmented forecasting models (Q2451804) (← links)
• Estimating the variance of a combined forecast: bootstrap-based approach (Q2682957) (← links)
• Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach (Q5034258) (← links)
• Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation (Q5251510) (← links)
• Cross-section bootstrap for CCE regressions (Q6118712) (← links)
• Bootstrap analysis of mutual fund performance (Q6163278) (← links)
• Factor modeling of multivariate time series: a frequency components approach (Q6168122) (← links)