Bootstrapping Factor Models with Cross Sectional Dependence
Silvia Goncalves,
Benoit Perron
Journal of Econometrics,
vol. 218, 2020, p. 476-495.
Bootstrapping Factor Models with Cross Sectional Dependence
Silvia Goncalves,
Benoit Perron
Journal of Econometrics,
vol. 218, 2020, p. 476-495.
Bootstrap Prediction Intervals for Factor Models
Silvia Goncalves,
Benoit Perron,
Antoine Djogbenou
Journal of Business and Economic Statistics,
vol. 35, 2017, p. 53-69.
Bootstrapping Factor-Augmented Regression Models
Silvia Goncalves,
Benoit Perron
Journal of Econometrics,
vol. 182, 2014, p. 156-173.
Bootstrapping Factor-Augmented Regression Models
Silvia Goncalves,
Benoit Perron
Journal of Econometrics,
vol. 182, 2014, p. 156-173.
The Moving Blocks Bootstrap for Panel Linear Regression Models with Individual Fixed Effects
Silvia Goncalves
Economic Theory,
vol. 27, 2011, p. 1048-1082.