Dynamic Factor model estimation

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JuaneSmith
Posts: 1
Joined: Tue Jun 03, 2014 6:57 am

Dynamic Factor model estimation

Postby JuaneSmith » Tue Jun 03, 2014 7:01 am

Good day

So I need to estimate a dynamic factor model but I have never done this before and therefore have no idea as to even start! Please can soemone help with this.
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trubador
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Posts: 1520
Joined: Thu Nov 20, 2008 12:04 pm

Re: Dynamic Factor model estimation

Postby trubador » Tue Jun 03, 2014 7:36 am

http://forums.eviews.com/search.php?st= ... mic+factor
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