Improving the finite sample performance of autoregression estimators in dynamic factor models: a bootstrap approach (Q5034258)
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scientific article; zbMATH DE number 7481029
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| English | Improving the finite sample performance of autoregression estimators in dynamic factor models: a bootstrap approach |
scientific article; zbMATH DE number 7481029 |
Statements
Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach (English)
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24 February 2022
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bias correction
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bootstrap
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dynamic factor model
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principal components
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0.8158521056175232
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0.7893397808074951
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0.774849534034729
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0.774456799030304
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0.7736342549324036
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