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by AMLG226
Tue Sep 02, 2014 4:23 am
Forum: Estimation
Topic: Factor Analysis
Replies: 0
Views: 1968

Factor Analysis

Hello! I am trying to estimate a common factor model in eviews for the first time, but I'm probably doing something wrong. I have a set of european countries and their respective interest rates. I want to decompose these rates into two factors - one "european factor" that is common to all ...

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