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Bootstrap Prediction Intervals for Factor Models:
Gonçalves, Sílvia
;
Perron, Benoit
;
Djogbenou, Antoine
Journal of Business & Economic Statistics. 35 (2017) 1 - p. 53-69 , 2017
Link:
http://www.jstor.org/stable/44164793
RT Journal T1 <Title>Bootstrap Prediction Intervals for Factor Models</Title> UL https://suche.suub.uni-bremen.de/peid=jstor-44164793&Exemplar=1&LAN=DE A1 Gonçalves, Sílvia A1 Perron, Benoit A1 Djogbenou, Antoine PB American Statistical Association YR 2017 SN 0735-0015 JF Journal of Business & Economic Statistics VO 35 IS 1 SP 53 OP 69 LK http://www.jstor.org/stable/44164793 DO http://www.jstor.org/stable/44164793 SF ELIB - SuUB Bremen
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