Antoine A. Djogbenou

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Bootstrap Prediction Intervals for Factor Models
Journal of Business and Economic Statistics
2024-10-09Paper
Tests for group-specific heterogeneity in high-dimensional factor models
Journal of Multivariate Analysis
2024-01-04Paper
Model selection in factor-augmented regressions with estimated factors
Econometric Reviews
2022-03-09Paper
Asymptotic theory and wild bootstrap inference with clustered errors
Journal of Econometrics
2019-10-23Paper
Bootstrap Inference in Regressions with Estimated Factors and Serial Correlation
Journal of Time Series Analysis
2015-05-20Paper


Research outcomes over time


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