Hello everyone,
I want to apply FAVAR model but I could not find any source on how to implement it using stata. I am aware that their are a lot of available for MATLAB. However, I do not know how to use MATLAB.
I hope if anyone can share their FAVAR codes with statalist community since i have seen previous posts that have not been answered. If this is possible, can you please share it with us?
Thanks
Jake
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