Bayesian estimation of sparse dynamic factor models with order-independent and ex-post mode identification
Kaufmann, Sylvia, Schumacher, ChristianМова:
english
Журнал:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2018.11.008
Date:
November, 2018
Файл:
PDF, 1.73 MB
english, 2018