juhokalle/rmfd4dfm: Estimation of DFMs using RMFD-E parametrization
This package contains functions for estimating dynamic factor models (DFMs) using right matrix fraction description in echelon form (RMFD-E) parametrization for the common component of DFMs.
Getting started
Browse package contents
Package details |
|
|---|---|
| Maintainer | |
| License | MIT + file LICENSE |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
