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boostrap-after-boostrap

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Factor-augmented-vector-autoregressive-FAVAR-WINRATS-code-package-

lyx66 / Factor-augmented-vector-autoregressive-FAVAR-WINRATS-code-package-

A powerful & convenient package for a two-step estimation method of the Factor augmented VAR (FAVAR) model, which is mainly based on RATS 10.0 .

time-series var rats favar impluse-response boostrap-after-boostrap

Updated Aug 26, 2024
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