Add README

Author: qntwrsm

README.md

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+DynamicFactorModels is a package for working with dynamic factor models in Julia. Support for the dynamic Nelson-Siegel yield model and identified and non-identified factor models, as well as exogenous variables and various error specifications. It provides tools for estimating the model parameters and for forecasting the factors and the observed variables. Estimation of the parameters can be done using regularization methods.