Recommendations
- Bootstrapping factor-augmented regression models
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
- Bootstrap unit root tests in panels with cross-sectional dependency
- Sieve bootstrapt-tests on long-run average parameters
- Cross-sectional dependence robust block bootstrap panel unit root tests
Cites work
- scientific article; zbMATH DE number 3723610 (Why is no real title available?)
- A PANIC attack on unit roots and cointegration.
- A bootstrap procedure for panel data sets with many cross-sectional units
- AN INVARIANCE PRINCIPLE FOR SIEVE BOOTSTRAP IN TIME SERIES
- Asymptotics for linear processes
- Asymptotics for panel models with common shocks
- Bootstrap Unit Root Tests
- Bootstrapping cointegrating regressions
- Bootstrapping factor-augmented regression models
- Bounds for the infinity norm of the inverse for certain \(M\)- and \(H\)-matrices
- Confidence Intervals for Diffusion Index Forecasts and Inference for Factor-Augmented Regressions
- Determining the Number of Factors in Approximate Factor Models
- Efficient estimation of factor models
- Estimating cross-section common stochastic trends in nonstationary panel data
- Evaluating latent and observed factors in macroeconomics and finance
- High dimensional covariance matrix estimation using a factor model
- Inferential Theory for Factor Models of Large Dimensions
- Infinite-dimensional VARs and factor models
- Let's Get Real: A Factor Analytical Approach to Disaggregated Business Cycle Dynamics
- Linear Regression Limit Theory for Nonstationary Panel Data
- Modeling and forecasting U.S. mortality. (With discussion)
- REGRESSION, AUTOREGRESSION MODELS
- Sieve bootstrap for time series
- Strong approximation for set-indexed partial sum processes via KMT constructions. I
- Strong invariance principle for dependent random fields
- Texture synthesis and nonparametric resampling of random fields
- The moving blocks bootstrap for panel linear regression models with individual fixed effects
Cited in
(12)- A bootstrap procedure for panel data sets with many cross-sectional units
- Bootstrapping factor-augmented regression models
- The moving blocks bootstrap for panel linear regression models with individual fixed effects
- Stationary bootstrapping for panel cointegration tests under cross-sectional dependence
- Sieve bootstrapt-tests on long-run average parameters
- First-differenced inference for panel factor series
- Computational framework for longevity risk management
- Detecting common longevity trends by a multiple population approach
- Inferential theory for heterogeneity and cointegration in large panels
- Robust block bootstrap panel predictability tests
- Limit theorems for factor models
- Simultaneous multiple change-point and factor analysis for high-dimensional time series
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