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Bootstrap prediction intervals for factor models

Silvia Gonçalves, Benoit Perron () and Antoine Djogbenou
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)
Date: 2016-04-11
New Economics Papers: this item is included in nep-ecm and nep-for
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Journal Article: Bootstrap Prediction Intervals for Factor Models (2017) Downloads
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Handle: RePEc:cir:cirwor:2016s-19