gionikola/DynamicFactorModeling.jl gionikola/DynamicFactorModeling.jl

  • Stars
    star
    8
  • Rank 2,099,232 (Top 42 %)
  • Language
    Julia
  • License
    MIT License
  • Created over 3 years ago
  • Updated about 2 years ago
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gionikola/DynamicFactorModeling.jl
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gionikola

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Repository Details

Julia package for simulating and estimating multi-level/hierarchical dynamic factor models (HDFMs).

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