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dfms
DFM
DFM function
Estimate a Dynamic Factor Model
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dfms package
Read PDF manual
Maintainer: Sebastian Krantz
License: GPL-3
Last published: 2025-09-24
Useful links
https://github.com/SebKrantz/dfms/issues
https://sebkrantz.github.io/dfms/
https://github.com/SebKrantz/dfms