Please help. I am trying to run a FAVAR model using the FAVAR add-in but its giving me a response which says "factor 1 is not the same length as sample." it my first time running a FAVAR. Secondly what the appropriate minimum number of variables if one is to successful run a FAVAR model.
For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.
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