Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components
Ramsauer, Franz, Min, Aleksey, Lingauer, MichaelVolume:
7
Language:
english
Journal:
Econometrics
DOI:
10.3390/econometrics7030031
Date:
July, 2019
File:
PDF, 3.63 MB
english, 2019