Factor Analysis

• DFM_estimate — General dynamic factor model
• fac_density_boot — Factor density estimation using bootstrapping
• fac_density_boot1 — Factor density estimation using bootstrapping
• factor_density_lko —
• factor_density_lko1 — Factor density estimation using leave k-out
• fac_kalman — dynamic factor analysis with the Kalman filter
• fac_ml — maximum likelihood estimation of factors
• fac_ml1 — maximum likelihood estimation of factors
• fac_pca — Static factor analysis
• fac_pca1 — Static factor analysis
• fac_pca_unbal — Factor estimation with an unbalanced panel
• fac_pca_unbal1 — PCA for an unbalanced panel