Bootstrapping factor models with cross sectional dependence

Sílvia Gonçalves and Benoit Perron

Year of publication:	[2018]
Authors:	Gonçalves, Sílvia ; Perron, Benoit
Publisher:	[Montréal] : [Départment de Sciences Économiques, Université de Montréal]
Subject:	factor model \| bootstrap \| asymptotic bias \| Bootstrap-Verfahren \| Bootstrap approach \| Theorie \| Theory \| Faktorenanalyse \| Factor analysis \| Systematischer Fehler \| Bias \| Querschnittsanalyse \| Cross-section analysis

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