franjic@uni-hohenheim.de
Packages by Domenic Franjic
TwoStepSDFM — 0.2.0
2 days ago by Domenic Franjic
Estimate a Sparse Mixed Frequency Gaussian Factor Model Using a Two-Step Procedure
franjic@uni-hohenheim.de
2 days ago by Domenic Franjic
Estimate a Sparse Mixed Frequency Gaussian Factor Model Using a Two-Step Procedure