Improving the finite sample performance of autoregression estimators in dynamic factor models: A bootstrap approach
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Publication:5034258
DOI10.1080/07474938.2015.1092825zbMath1490.62272OpenAlexW2313704583MaRDI QIDQ5034258
Publication date: 24 February 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://www.accessecon.com/pubs/VUECON/VUECON-15-00013.pdf
Factor analysis and principal components; correspondence analysis (62H25) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)
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