Improving the finite sample performance of autoregression estimators in dynamic factor models : a bootstrap approach

Mototsugu Shintani (University of Tokyo and Vanderbilt University), Zi-yi Guo (Vanderbilt University)

Year of publication:	December 02, 2015
Authors:	Shintani, Mototsugu ; Guo, Zi-yi
Publisher:	Nashville, TN : Vanderbilt University, Department of Economics
Subject:	Bias Correction \| Bootstrap \| Dynamic Factor Model \| Principal Components \| Bootstrap-Verfahren \| Bootstrap approach \| Schätztheorie \| Estimation theory \| Faktorenanalyse \| Factor analysis \| Systematischer Fehler \| Bias \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Zeitreihenanalyse \| Time series analysis \| Stichprobenerhebung \| Sampling

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