Estimation and inference of FAVAR models
Year of publication: |
2014-12
|
---|---|
Authors: | Bai, Jushan ; Li, Kunpeng ; Lu, Lina |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | high dimensional analysis | identification restrictions | inferential theory | likelihood-based analysis | VAR | impulse response |
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