ATSA19 Lecture 8: Introduction to Dynamic Factor Analysis

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  • Опубліковано 14 лип 2024

КОМЕНТАРІ • 8

  • @joshuamaccarty7679
    @joshuamaccarty7679 5 років тому +1

    This is the lecture I've been searching for for years. Thank you!

  • @tealbaron
    @tealbaron 4 роки тому +2

    Thank you for sharing this. Very clear and concise. If your establishment permits. would it be possible to share material that took place in the workshop?

  • @selliahsivarajasingham3769
    @selliahsivarajasingham3769 3 роки тому +2

    it was really useful. if an example is done it would be more usefull

  • @vanessal7726
    @vanessal7726 5 років тому

    Hi Sir, may I know if Dynamic Factor Model is the same with Factor Analysis? Thank you.

    • @joshuamaccarty7679
      @joshuamaccarty7679 5 років тому +1

      Did you watch the video? He's pretty clear about this...

  • @asmanoor9361
    @asmanoor9361 4 роки тому

    I need your help sir regarding state space model for yield curve. How can I run this model through any software please guide me sir

    • @joshuamaccarty7679
      @joshuamaccarty7679 4 роки тому

      Extensive documentation here including an example with DFA: cran.r-project.org/web/packages/MARSS/vignettes/UserGuide.pdf

  • @asmanoor9361
    @asmanoor9361 4 роки тому

    Plz fit this through software not theoretical