Factor augmented VAR revisited- Exploiting sparsity to include meaningful factors
-
Start: Friday, 26 April 13:00
End: Friday, 26 April 14:30 - Edificio Campomanes, Getafe Sala Costas Goutis (10.0.23)
Sylvia Kauffman (Study Center Gerzensee)
13:00 horas
Departamento de Estadística
-