Pages that link to "Item:Q726590"
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The following pages link to Monetary, fiscal and oil shocks: evidence based on mixed frequency structural FAVARs (Q726590):
Displaying 3 items.
- On factor models with random missing: EM estimation, inference, and cross validation (Q2024446) (← links)
- Incorporating overnight and intraday returns into multivariate GARCH volatility models (Q2190235) (← links)
- Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components (Q5870780) (← links)
