dynamic factor model, the model can be effective for high-dimensional data dimension reduction, condensed the hundreds of thousands of data in several factors, that is, from a country many economic time series data in the estimation and explain the common dynamic factors drive the variable volatility.MATLABcode

Filename	Size	Update
Factor_Models\BAYES_DFM.m	7383	2018-05-21
Factor_Models\bernoullirnd.m	706	2018-05-21
Factor_Models\BFM.m	3214	2018-05-21
Factor_Models\bfmdgp.m	479	2018-05-21
Factor_Models\bfmdgp2.m	305	2018-05-21
Factor_Models\dfmdgp.m	884	2018-05-21
Factor_Models\estvar.m	1042	2018-05-21
Factor_Models\extract.m	527	2018-05-21
Factor_Models\gamrnd.m	677	2018-05-21
Factor_Models\Lopez+West (2004) - BAYESIAN MODEL ASSESSMENT IN FACTOR ANALYSIS.pdf	294074	2018-05-21
Factor_Models\mlag.m	1335	2018-05-21
Factor_Models\mvnrnd.m	1830	2018-05-21
Factor_Models\normlt_rnd.m	1059	2018-05-21
Factor_Models\normt_rnd.m	1827	2018-05-21
Factor_Models\olssvd.m	281	2018-05-21

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