authors
- RUIZ ORTEGA, ESTHER
- VICENTE MALDONADO, JAVIER DE
Resampling uncertainty of Principal Components factors
Conference Contributions
Overview
event
- 42 Simposio de la Spanish Economic Association (SAE 2017)
event place
- BARCELONA
participation category
- PONENCIA
web site
publication date
- 2017
full text
Classification
keywords
- resampling procedures; dynamic factor models; unobserved components