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Dynamic Factor Models - Advances in Econometrics Siem Jan Koopman
Dynamic Factor Models - Advances in Econometrics
Siem Jan Koopman
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.
410 pages
| Media | Boeken Hardcover Book (Boek met harde rug en kaft) |
| Vrijgegeven | 8 januari 2016 |
| ISBN13 | 9781785603532 |
| Uitgevers | Emerald Publishing Limited |
| Pagina's | 688 |
| Afmetingen | 236 × 164 × 58 mm · 1,13 kg |
| Taal en grammatica | Engels |