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Dynamic Factor model estimation

Posted: Tue Jun 03, 2014 7:01 am
by JuaneSmith
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.

Re: Dynamic Factor model estimation

Posted: Tue Jun 03, 2014 7:36 am
by trubador