Two-step estimation of a factor model in the presence of observable factors (Q1046288)
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scientific article; zbMATH DE number 5650985
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| English | Two-step estimation of a factor model in the presence of observable factors |
scientific article; zbMATH DE number 5650985 |
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Two-step estimation of a factor model in the presence of observable factors (English)
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21 December 2009
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dynamic factor model
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FAVAR
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observable factors
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two-step estimation
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0.7851368188858032
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0.7782773375511169
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0.7679787278175354
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0.7292773723602295
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0.7281834483146667
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