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Dynamic Factor Models -

English
2016-01-08
€340.81 €426.01

-20% with code BOOKS

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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.

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Description

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.

More Information

Publisher Emerald Group Publishing Limited
Release year 2016
Cover type Hardcover
EAN 9781785603532
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€340.81 €426.01