Bai and Wang (2015)
Posted: Fri Oct 27, 2017 6:48 am
Does anyone have the code for “Identification and Bayesian Estimation of Dynamic Factor Models”, Jushan Bai & Peng Wang, Journal of Business & Economic Statistics, Vol 33, No. 2, 2015?
Sincerely,
Sajjadur.
Sincerely,
Sajjadur.