This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Dynamic Factor Analytical Model Estimation Using Dynfac: A Guide for Users

Author info | Abstract | Publisher info | Download info | Related research | Statistics
Author Info
Francisco José Goerlich Gisbert (Instituto Valenciano de Investigaciones Económicas)

Additional information is available for the following registered author(s):

Abstract

This is a user's guide for the DYNFAC package. A program written in GAUSS toestimate, by maximum likelihood in the time domain, DYNamic FACtor analytic modelswith one common factor (single-index models), by means of the Kalman filter.The underlying theory and methods are briefly explained. Esta es la guía de usuario del programa DYNFAC. Un programa escrito en lenguaje matricial GAUSS para estimar, por máxima verosimilitud en el dominio temporal, modelos FACtoriales DYNámicos con un factor común no observable, por medio del filtro de Kalman.La teoría y los métodos que forman la base del programa son explicados de forma concisa.

Download Info
To download:

If you experience problems downloading a file, check if you have the proper application to view it first. Information about this may be contained in the File-Format links below. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.

File URL: http://www.ivie.es/downloads/docs/wpasec/wpasec-1997-06.pdf
File Format: application/pdf
File Function: Fisrt version / Primera version, 1997
Download Restriction: no

Publisher Info
Paper provided by Instituto Valenciano de Investigaciones Económicas, S.A. (Ivie) in its series Working Papers. Serie EC with number 1997-06.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 34 pages
Date of creation: Jan 1997
Date of revision:
Publication status: Published by Ivie
Handle: RePEc:ivi:wpasec:1997-06

Contact details of provider:
Postal: C/ Guardia Civil, 22, Esc 2a, 1o, E-46020 VALENCIA
Phone: +34 96 319 00 50
Fax: +34 96 319 00 55
Email:
Web page: http://www.ivie.es/
More information through EDIRC

For technical questions regarding this item, or to correct its listing, contact: (Departamento de Edición).

Related research
Keywords: Modelos factoriales dinámicos; filtro de Kalman; software D ynamic Factor models; Kalrnan filter; software;

Cited by:
(explanations, Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.)

  1. Francisco J. Goerlich-Gisbert, 1999. "Shocks agregados versus shocks sectoriales. Un análisis factorial dinámico," Investigaciones Economicas, Fundación SEPI, vol. 23(1), pages 27-53, January. [Downloadable!]
Statistics
Access and download statistics

Did you know? Authors registered on the RePEc Author Service receive monthly emails with details about downloads and abstract views of their works.

This page was last updated on 2009-12-11.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.