Time Series

Yohei Yamamoto (Hitotsubashi)

  • Identifying Factor-Augmented Vector Autoregression Models via Changes in Shock Variances

  • Download Draft: Here
  • Location:
     Economicum building, seminar room 2
  • Address:
    Helsinki, Arkadiankatu 7
Organizers
MM
Mika Meitz

University of Helsinki

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