Bernardi, Mauro, Department of Statistical Sciences University of Padua, Italy
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STATISTICS AND DATA SCIENCE: NEW CHALLENGES, NEW GENERATIONS - SOL. 9 - Large dimensional dynamic factor models - 30th June, h. 9.00-10.15, room 007
Bayesian Factor--Augmented Dynamic Quantile Vector Autoregression
Abstract
Contact: ies2017@unitelmasapienza.it