Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (Q3418483)
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scientific article; zbMATH DE number 5121774
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| English | Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions |
scientific article; zbMATH DE number 5121774 |
Statements
Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions (English)
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5 February 2007
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panel data
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common factors
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generated regressors
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cross-section dependence
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robust covariance matrix
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0.85399044
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0.8509988
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0.8477046
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0.8447356
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0.84366435
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0.8369254
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0.8341268
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0.83351004
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