Bootstrapping Factor-Augmented Regression Models
Year of publication: |
2012
|
---|---|
Authors: | Gonçalves, Sílvia |
Other Persons: | Perron, Benoit (contributor) |
Publisher: |
[2012]: [S.l.] : SSRN |
Subject: | Bootstrap-Verfahren | Bootstrap approach | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (59 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: CIRANO - Scientific Publications 2012s-12 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 9, 2012 erstellt |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang, (1989)
-
Rates of convergence for the normal and the bootstrap approximations in nonparametric regression
Cao-Abad, R., (1989)
-
Bootstrap simultaneous error bars for nonparametric regression
Härdle, Wolfgang, (1989)
- More ...
-
Tests of Equal Accuracy for Nested Models with Estimated Factors
Gonçalves, Sílvia, (2019)
-
Bootstrapping factor-augmented regression models
Gonçalves, Sílvia, (2014)
-
Bootstrap prediction intervals for factor models
Gonçalves, Sílvia, (2016)
- More ...