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by sivek
Tue Jun 13, 2017 2:23 am
Forum: Estimation
Topic: FAVAR model estimation
Replies: 2
Views: 12857

FAVAR model estimation

Hi!! Please help. I am trying to run a FAVAR model using the FAVAR add-in but its giving me a response which says "factor 1 is not the same length as sample." it my first time running a FAVAR. Secondly what the appropriate minimum number of variables if one is to successful run a FAVAR mod...

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