dakila wrote:After the estimation, variables named _facrot1 _facrot2 ... will be created.
hi. can you help me to esimation favar model?
After estimating favar model this message appears:"Missing Value found in covariance/correlation matrix"
dakila wrote:After the estimation, variables named _facrot1 _facrot2 ... will be created.
dakila wrote:After the estimation, variables named _facrot1 _facrot2 ... will be created.
dakila wrote:I could not understand the questions. I never mentioned I(0) and I(1) factors. The add-in replicates Bernanke Boivin Eliasz (2005).