 dfactest.m -- determine the number of dynamic factors in Bai-Ng.
supplementary programs: 
pc.m  -- principal component estimates of F using the L'L/N=I_r
normalization
est_e.m estimate a VAR in Fhat

It would be obvious what other functions are. I got them mostly from
 www.spatialeconometrics.com.
The ones I know I use, I put them in
www.umich.edu/~ngse/papers/matlab_stuff.zip
