Search found 2 matches

by m_07
Fri Aug 05, 2022 12:30 pm
Forum: Add-in Support
Topic: FAVAR: two-block model
Replies: 2
Views: 45608

Re: FAVAR: two-block model

Thank you so much for your response, really valuable.
by m_07
Thu Aug 04, 2022 6:44 am
Forum: Add-in Support
Topic: FAVAR: two-block model
Replies: 2
Views: 45608

FAVAR: two-block model

Hello, I am trying to estimate the following model (see attached image). Where Y* denotes foreign observable variables and F denotes unobservable domestic factors. Because I would like to study the transmission of a large country to a small country, I set theta_12 = 0; so domestic factors do not aff...

Go to advanced search