Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (Q1799812)
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scientific article; zbMATH DE number 6958735
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| English | Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap |
scientific article; zbMATH DE number 6958735 |
Statements
Simultaneous statistical inference in dynamic factor models: chi-square approximation and model-based bootstrap (English)
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19 October 2018
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bootstrap
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empirical Fourier transform
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family-wise error rate
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multiple hypothesis testing
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multivariate chi-square distribution
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Wald-type statistic
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0.920348048210144
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0.7385006546974182
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0.7092828750610352
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0.706992506980896
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0.7036426663398743
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