gionikola/DynamicFactorModeling.jl

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

语言：Julia · GitHub 星标：9 · Fork：4

话题：econometrics · factor-models · forecasting · julia · nowcasting · state-space-models · statistics · time-series

在 GitHub 上查看原仓库