Título:

Bootstrapping Factor Models with Cross Sectional Dependence

Autores:

Silvia Goncalves (CIREQ, McGill U)
Benoit Perron (U Montreal, CIREQ)

Revista:

Journal of Econometrics

Ano:

2020

Volume:

218

Número:

2

Páginas:

476-495

Códigos JEL:

E31 - Price Level; Inflation; Deflation
C15 - Statistical Simulation Methods; Monte Carlo Methods; Bootstrap Methods
E3 - Prices, Business Fluctuations, and Cycles

DOI:

10.1016/j.jeconom.2020.04.026