[Gretl-users] Dynamic factor model

Riccardo (Jack) Lucchetti r.lucchetti at univpm.it
Fri Sep 21 10:24:52 EDT 2012


On Fri, 21 Sep 2012, artur tarassow wrote:

> Thank you for this hint, Peter. I'll have a look on their code.

I'm quite interested in this, although I'm very severely time-constrained 
in this period. If you could share with me (and publicly on the mailing 
list if you want) your work I'd be very grateful.

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  Riccardo (Jack) Lucchetti
  Dipartimento di Economia

  Università Politecnica delle Marche
  (formerly known as Università di Ancona)

  r.lucchetti at univpm.it
  http://www2.econ.univpm.it/servizi/hpp/lucchetti
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