George Michailidis
George Michailidis
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Finite-Sample Bounds
Regularized Estimation of High-dimensional Factor-Augmented Vector Autoregressive (FAVAR) Models
A factor-augmented vector autoregressive (FAVAR) model is defined by a VAR equation that captures lead-lag correlations amongst a set of observed variables X and latent factors F , and a calibration equation that relates another set of observed …
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