|dfm||Estimates a dynamic factor model based on Doz, Gianone &...|
|dfmMS||Dynamic factor model with Markov-switching states|
|em_converged||Convergence test for EM-algorithm.|
|Estep||Computation of the expectation step in the EM-algorithm.|
|K_filter||Implements a Kalman for dynamic factor model.|
|KimFilter||Implementation of Kim (1994) filter, an extension to Kalman...|
|KimSmoother||Smoothing algorithm from Kim (1994) to be used following a...|
|K_smoother||Implements Kalman smoothing and is used along with Kalman...|
|NBBsurvey||National Bank of Belgium business and consumer surveys|
|predict.dfm||Predict factors and observables based on an estimated dynamic...|
|summary.dfm||Summary information on dynamic factor model estimation|
|VAR||Estimate a p-th order vector autoregressive (VAR) model|
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