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  • Question about Federici's paper "dynamic factor analysis with STATA"

    Hello. there.
    I am running a dynamic factor analysis with STATA following the procedure provided by Federici.
    I don't understand when Federici wrote:


    mat zi=J(1,3,0)
    forvalues i=1/13 {
    mat z=J(1,3,0)
    forvalues k=`i'(13)117 {
    mat z=z+A[`k',1...]
    }
    mat z=z/7
    mat zi=zi\z
    }
    mat zi=zi[2...,1...]
    mat list zi

    " mat z=z/7" why 7 ? means time period(which is 9) minus 2?

    Can you help me?

    Thanks a lot

    Charlie Jiang

  • #2
    Dear Charlie Jiang,

    I am also trying to learn the estimation procedures in this paper. Your problem is also my problem. In addition, I also run into the following error message. Can you help me to fix it? Thanks a lot.
    Best
    Cheh
    Attached Files

    Comment


    • #3
      I also encounter the problems above.

      Comment


      • #4
        has anyone solved this problem?

        Comment

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