Bootstrap improved inference for factor-augmented regressions with CCE

Ignace De Vos, Ovidijus Stauskas

Year of publication:	November 2021
Authors:	Vos, Ignace de ; Stauskas, Ovidijus
Publisher:	Lund : Department of Economics, School of Economics and Management, Lund University
Subject:	bootstrap \| pairs bootstrap \| factor-augmented panel data models \| interactive effects \| factors \| common correlated effects \| bias-correction \| Bootstrap-Verfahren \| Bootstrap approach \| Panel \| Panel study \| Schätztheorie \| Estimation theory \| Regressionsanalyse \| Regression analysis \| Induktive Statistik \| Statistical inference

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