Title:

Bootstrap Prediction Intervals for Factor Models

Authors:

Silvia Goncalves (U Western Ontario)
Benoit Perron (U Montreal)
Antoine Djogbenou (U Montreal, CIREQ)

Journal:

Journal of Business and Economic Statistics

Year:

2017

Volume:

35

Number:

1

Pages:

53-69

DOI:

10.1080/07350015.2015.1054492