Dynamic Factor Models and Gonzalo Granger decomposition
Moderators: EViews Gareth, EViews Moderator
Dynamic Factor Models and Gonzalo Granger decomposition
It would be nice if you could add to the new versión of eviews a Dynamic Factor Model object (or maybe as a proc in a group object). Also it would be interesting if you could offer the Gonzalo-Granger decomposition of a VEC (Journal of Business & Economic Statistics 1995).
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