Robust inference for diffusion-index forecasts with cross-sectionally dependent data
Min Seong Kim
| Year of publication: |
2022
|
|---|---|
| Authors: | Kim, Min Seong |
| Subject: | Approximate factor structure | Bandwidth selection | Diffusion index forecast | Robust 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 |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1906258 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539471