"Simultaneous statistical inference in dynamic factor models: Chi-square ..."

Thorsten Dickhaus, Natalia Sirotko-Sibirskaya (2019)

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DOI: 10.1016/J.CSDA.2018.08.012

access: closed

type: Journal Article

metadata version: 2020-02-18

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Thorsten Dickhaus, Natalia Sirotko-Sibirskaya:
Simultaneous statistical inference in dynamic factor models: Chi-square approximation and model-based bootstrap. Comput. Stat. Data Anal. 129: 30-46 (2019)

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