Rejoinder: In-sample inference and forecasting in misspecified factor models
Marine Carrasco, Barbara Rossi
| Alternative title: | In-sample inference and forecasting in misspecified factor model |
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| Year of publication: |
July 2016
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| Authors: | Carrasco, Marine ; Rossi, Barbara |
| Other Persons: | Carrasco, Marine (contributor) |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 34.2016, 3, p. 353-356
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| Subject: | Prognoseverfahren | Forecasting model | Theorie | Theory | Faktorenanalyse | Factor analysis | Induktive Statistik | Statistical inference |