Dear gretl users,<br><br>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.<br>
<br>At the moment I using STATA for this, but I would favor to use gretl of course ;-)<br><br>Best,<br>Artur<br>