Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946)
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scientific article; zbMATH DE number 6904516
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| English | Estimation and inference of dynamic structural factor models with over-identifying restrictions |
scientific article; zbMATH DE number 6904516 |
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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0.8013012409210205
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0.7919541597366333
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0.7800331711769104
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0.7755534052848816
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0.7698320150375366
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