Estimation and inference of FAVAR models
Jushan Bai, Kunpeng Li, Lina Lu
| Year of publication: |
October 2016
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|---|---|
| Authors: | Bai, Jushan ; Li, Kunpeng ; Lu, Lina |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Alexandria, Va. : American Statistical Association, ISSN 0735-0015, ZDB-ID 876122-X. - Vol. 34.2016, 4, p. 620-641
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| Subject: | High-dimensional analysis | Identification restrictions | Impulse response | Inferential theory | Likelihood-based analysis | VAR | VAR-Modell | VAR model | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Schock | Shock | Schätzung | Estimation | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2015.1111222 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011692442