ATSA19 Lecture 8: Introduction to Dynamic Factor Analysis

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

Kennycartmankylestan
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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?

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

selliahsivarajasingham
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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

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

vanessal
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Plz fit this through software not theoretical

asmanoor