Search found 2 matches
- 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.
- 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...
