Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation and inference of dynamic structural factor models with over-identifying restrictions |
scientific article |
Statements
Estimation and inference of dynamic structural factor models with over-identifying restrictions (English)
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17 July 2018
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high-dimensional factor models
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identification and estimation
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structural impulse responses
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asymptotic distributions
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