Bai and Wang (2015)

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msrahman
Posts: 53
Joined: Wed Oct 31, 2012 2:32 pm

Bai and Wang (2015)

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Does anyone have the code for “Identification and Bayesian Estimation of Dynamic Factor Models”, Jushan Bai & Peng Wang, Journal of Business & Economic Statistics, Vol 33, No. 2, 2015?
Sincerely,
Sajjadur.
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