- Title:
Estimation of FAVAR Models for Incomplete Data with a Kalman Filter for Factors with Observable Components
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Ramsauer, Franz; Min, Aleksey; Lingauer, Michael
- Journal title:
- Econometrics
- Year:
- 2019
- Journal volume:
- 7
- Journal issue:
- 3
- Pages contribution:
- 31
- Fulltext / DOI:
- doi:10.3390/econometrics7030031
- Publisher:
- MDPI AG
- E-ISSN:
- 2225-1146
- Date of publication:
- 15.07.2019
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