[Gretl-users] Dynamic factor model
Dear gretl users,
I want to estimate a dynamic factor model and was wondering whether
somebody here in the list has already done such an exercise. I would
appreciate it if you could provide a small code snippet just to get an
intuition how one could implement this in gretl.
At the moment I using STATA for this, but I would favor to use gretl of
course ;-)
Best,
Artur
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