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.
Tests of Equal Accuracy for Nested Models with Estimated Factors
Silvia Goncalves,
Michael W. McCracken,
Benoit Perron
Journal of Econometrics,
vol. 198, 2017, p. 231-252.
Bootstrapping Factor-Augmented Regression Models
Silvia Goncalves,
Benoit Perron
Journal of Econometrics,
vol. 182, 2014, p. 156-173.