City Research Online

Fosten, J. (2017). Confidence intervals in regressions with estimated factors and idiosyncratic components. Economics Letters, 157, pp. 71-74. doi: 10.1016/j.econlet.2017.05.034

Publication Type:	Article
Additional Information:	© 2017. This manuscript version is made available under the CC-BY-NC-ND 4.0 license https://creativecommons.org/licenses/by-nc-nd/4.0/
Publisher Keywords:	Factor model, Idiosyncratic component, Inference, Confidence intervals
Subjects:	H Social Sciences > HB Economic Theory
Departments:	Bayes Business School Bayes Business School > Finance
SWORD Depositor:	Symplectic Administrator

Preview

Text - Accepted Version
Available under License Creative Commons Attribution Non-commercial No Derivatives.
Download (278kB) | Preview

Export

RefWorks RDF+XML BibTeX RIOXX2 XML RDF+N-Triples JSON Dublin Core Dublin Core Atom Simple Metadata Refer METS HTML Citation ASCII Citation OpenURL ContextObject EndNote OpenURL ContextObject in Span MODS MPEG-21 DIDL EP3 XML Reference Manager RDF+N3 Multiline CSV

Downloads

Downloads per month over past year

View more statistics