Bootstrapping factor models with cross sectional dependence (Q2227057)
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scientific article; zbMATH DE number 7308420
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Bootstrapping factor models with cross sectional dependence |
scientific article; zbMATH DE number 7308420 |
Statements
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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0.9095376
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0.8805405
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0.87640107
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0.87226284
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0.87188876
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0.8688703
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0.86880016
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0.8615076
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0.8606608
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0.8593367
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