Robust inference for diffusion-index forecasts with cross-sectionally dependent data

by Min Seong Kim

Year of publication:	March 2021
Authors:	Kim, Min Seong
Publisher:	Storrs, CT : University of Connecticut, Department of Economics
Subject:	Approximate factor structure \| Bandwidth selection \| Diffusion index forecast \| Ro-bust inference \| Spatial HAC estimator \| Prognoseverfahren \| Forecasting model \| Schätztheorie \| Estimation theory \| Induktive Statistik \| Statistical inference \| Zeitreihenanalyse \| Time series analysis \| Panel \| Panel study \| Faktorenanalyse \| Factor analysis \| Schätzung \| Estimation \| Regressionsanalyse \| Regression analysis \| Autokorrelation \| Autocorrelation

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