The Subtle Art Of Log-Linear Models And Contingency Tables
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Suppose, for example, that we want to estimate a dynamic factor model under \(\varOmega ^{{\mathcal {A}}4}\) using two factors that are VAR(1). The variances and covariances of the \({\mathcal {R}}\) first state errors are assigned the elements in the residual covariance matrix from the estimated regression (17), CovWHat (see Table
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