Dynamic Factor Models (Advances in Econometrics) (Advances in Econometrics, 35)
Emerald Publishing Limited
ISBN13:
9781785603532
$212.62
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Emerald Publishing Limited
Dynamic Factor Models (Advances in Econometrics) (Advances in Econometrics, 35)
This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.
- | Author: Siem Jan Koopman, Eric Hillebrand
- | Publisher: Emerald Publishing Limited
- | Publication Date: Jan 08, 2016
- | Number of Pages: 688 pages
- | Language: English
- | Binding: Hardcover
- | ISBN-10: 1785603531
- | ISBN-13: 9781785603532
- Author:
- Siem Jan Koopman, Eric Hillebrand
- Publisher:
- Emerald Publishing Limited
- Publication Date:
- Jan 08, 2016
- Number of pages:
- 688 pages
- Language:
- English
- Binding:
- Hardcover
- ISBN-10:
- 1785603531
- ISBN-13:
- 9781785603532
-
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