Bootstrap prediction intervals for factor models
Benoit Perron () and
Authors registered in the RePEc Author Service: Silvia Goncalves ()
CIRANO Working Papers from CIRANO
Keywords: factor model; bootstrap; forecast; conditional mean (search for similar items in EconPapers)
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Journal Article: Bootstrap Prediction Intervals for Factor Models (2017)
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Persistent link: https://EconPapers.repec.org/RePEc:cir:cirwor:2016s-19
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