Pages that link to "Item:Q1652946"

The following pages link to Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946):

Displaying 2 items.

• Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756) (← links)
• The likelihood ratio test for structural changes in factor models (Q6193072) (← links)