• dfactor

  • Referenced in 1 article [sw24828]
  • Dynamic-factor models. Stata’s new dfactor command estimates the parameters of dynamic-factor models ... maximum likelihood. Dynamic-factor models are flexible models for multivariate time series in which...
  • sspace

  • Referenced in 1 article [sw24827]
  • vector autoregressive moving-average models, and dynamic-factor models. We also show how to compute...
  • Stata

  • Referenced in 314 articles [sw06029]
  • Stata is a complete, integrated statistical package that...
  • Mata

  • Referenced in 1 article [sw24829]
  • Mata is a programming language that looks a...