Bootstrap inference in regressions with estimated factors and serial correlation
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More about this item
Keywords
Factor model; bootstrap; serial correlation; forecast.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2015-06-20 (Econometrics)
- NEP-ETS-2015-06-20 (Econometric Time Series)
- NEP-FOR-2015-06-20 (Forecasting)
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