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各类扩展动态因子模型的算法 Stock_Watson_DFM

于 2020-06-28 发布 文件大小:1322KB
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  来自于沃特森的代码,包含了估计与应用,还有数据,里面还包括各类扩展动态因子模型的算法(This provides an overview of and user guide to dynamic factor models, their estimation, and their uses in empirical macroeconomics)

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