Back to Results
First PageMeta Content
Statistical inference / Estimation theory / Regression analysis / Bayesian VAR / Vector autoregression / Estimator / Least squares / Statistics / Econometrics / Time series analysis


Infinite-dimensional VARs and factor models
Add to Reading List

Document Date: 2009-02-09 11:48:57

Open Document

File Size: 1,69 MB

Share Result on Facebook

City

Princeton / Cambridge / Leicester / Frankfurt am Main / /

Company

Holly / /

Country

Germany / United States / Columbia / United Kingdom / /

Currency

EUR / /

/

Facility

Austin Robinson Building / University of Southern California / University of California / University of Cambridge / /

/

IndustryTerm

rational expectations solution / empirical applications / large linear dynamic systems / /

Organization

CIMF / University of Cambridge / University of Southern California / European Central Bank / Faculty of Economics / Stanford / University of California / San Diego / /

Person

Alexander Chudik / Takashi Yamagata / Elisa Tosetti / /

/

Position

author / multicountry DSGE model / spatiotemporal model of the US / /

ProvinceOrState

Minnesota / Pennsylvania / Southern California / California / /

Region

Southern California / /

Technology

html / /

URL

http /

SocialTag