[Gretl-users] Dynamic factor model

[artur tarassow]

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

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