MarcGumowski/dysefamor: Estimation Algorithm of Dynamic Semiparametric Factor Model
This package is used to estimate models using a Dynamic Semiparametric Factor Model (DSFM) for 1 and 2 dimensions. The procedure uses Kernel density estimation for the non-parametric functions of the model, following the iterative algorithm of Fengler and al. (2007).
Getting started
Browse package contents
Package details |
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| Maintainer | |
| License | GPL (>= 2) |
| Version | 0.0.0.9000 |
| URL | http://github.com/MarcGumowski/dysefamor |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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