Simultaneous Statistical Inference in Dynamic Factor Models
作者： Thorsten Dickhaus , Markus Pauly
DOI: 10.1007/978-3-319-28725-6_3
关键词: p-value 、 Econometrics 、 Joint probability distribution 、 Likelihood-ratio test 、 Mathematics 、 Statistical hypothesis testing 、 Z-test 、 Wald test 、 Sampling distribution 、 Statistical inference 、 Applied mathematics
摘要: … central limit theorems for time series regression in the frequency … To this end, it is essential that the time series model (1) is … be concerned with simultaneous statistical inference in DFMs …
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