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Search: subject:"cross-sectional bootstrap"
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Large dimensions
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cross-sectional bootstrap
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high-frequency data
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Uniform inference for conditional factor models with instrumental and idiosyncratic betas
Liao, Yuan
;
Yang, Xiye
-
2017
-variant. We show that a
cross-sectional
bootstrap
procedure is essential for the uniform inference, and our procedure also …
Persistent link: https://www.econbiz.de/10012028605
Saved in:
2
Uniform inference for conditional factor models with instrumental and idiosyncratic betas
Liao, Yuan
;
Yang, Xiye
-
2017
-variant. We show that a
cross-sectional
bootstrap
procedure is essential for the uniform inference, and our procedure also …
Persistent link: https://www.econbiz.de/10011771555
Saved in:
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