Thank you for this hint, Peter. I'll have a look on their code. Cheers, Artur 2012/9/20 Summers, Peter <psummers(a)highpoint.edu <mailto:psummers@highpoint.edu>> Artur,____ __ __ Gary Koop and Dimitris Korobilis have dfm code in matlab here:http://personal.strath.ac.uk/gary.koop/bayes_matlab_code_by_koop_and_korobilis.html. I’ve found it fairly straightforward to translate matlab to Gretl.____ __ __ Hth,____ __ __ PS____ __ __ *From:*gretl-users-bounces@lists.wfu.edu <mailto:gretl-users-bounces@lists.wfu.edu> [mailto:gretl-users-bounces@lists.wfu.edu <mailto:gretl-users-bounces@lists.wfu.edu>] *On Behalf Of *artur tarassow *Sent:* Thursday, September 20, 2012 2:55 PM *To:* Gretl list *Subject:* [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____ _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu <mailto:Gretl-users@lists.wfu.edu> http://lists.wfu.edu/mailman/listinfo/gretl-users _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users

On Fri, 21 Sep 2012, artur tarassow wrote: Thank you for this hint, Peter. I'll have a look on their code. > I'm quite interested in this, although I'm very severely time-constrained in this period. If you could share with me (and publicly on the mailing list if you want) your work I'd be very grateful. ------------------------------**-------------------- Riccardo (Jack) Lucchetti Dipartimento di Economia Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/**servizi/hpp/lucchetti<http://www2.econ.un... ------------------------------**-------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users