Reducing the state space dimension in a large TVP-VAR

  • Main
  • 2020 / 2
  • Reducing the state space dimension in a large TVP-VAR
Journal of Econometrics 2020 / 2

Reducing the state space dimension in a large TVP-VAR

Chan, Joshua C.C., Eisenstat, Eric, Strachan, Rodney W.
How much do you like this book?
What’s the quality of the file?
Download the book for quality assessment
What’s the quality of the downloaded files?
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2019.11.006
Date:
February, 2020
File:
PDF, 728 KB
2020
Conversion to is in progress
Conversion to is failed