Confidence intervals in regressions with estimated factors and idiosyncratic components (Q1782308)
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scientific article; zbMATH DE number 6939392
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| English | Confidence intervals in regressions with estimated factors and idiosyncratic components |
scientific article; zbMATH DE number 6939392 |
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Confidence intervals in regressions with estimated factors and idiosyncratic components (English)
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20 September 2018
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factor model
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idiosyncratic component
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inference
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confidence intervals
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0.8776917
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0.87378657
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0.8709687
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0.8661996
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