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Re: st: Dynamic factor model


From   Lanciné Condé <condela73@gmail.com>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Dynamic factor model
Date   Tue, 6 Nov 2012 14:12:28 +0100

with 3 observed variables x1-x3 and exogenous (y; z), you can try with
one of these:

1- dfactor (D.( x1 x2 x3)= y, noconstant) (fact=, ar(#) covs(…)),
iterate(#) difficult technique(…) ltolerance(#)


2- dfactor (D.( x1 x2 x3)=, noconstant) (fact=z, ar(#) covs(…)),
iterate(#) difficult technique(…) ltolerance(#)


3- dfactor (D.( x1 x2 x3)= y, noconstant) (fact=z, ar(#) covs(…)),
iterate(#) difficult technique(…) ltolerance(#)

Conde

2012/11/5 Regiane Silva Rodrigues <re_rdgz@hotmail.com>:
> Good evening,
>
> Do you know what I need to put in the Dynamic facto model dialog box on the field of 'use a factor equation', unobservable factors and exogenous variables?
>
> Thank you!
>
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