Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (Q2658756)
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| Language | Label | Description | Also known as |
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| English | Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors |
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Large-dimensional dynamic factor models: estimation of impulse-response functions with I(1) cointegrated factors (English)
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24 March 2021
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dynamic factor models
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unit root processes
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cointegration
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impulse-response functions
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