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Dynamic Factor Models
Language
English
English
Book
Hardback
This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of pa...
Libristo code: 09483166
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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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About the book
Full name
Dynamic Factor Models
Author
Siem Jan Koopman
Language
English
English
Binding
Book - Hardback
Date of issue
2016
Number of pages
688
EAN
9781785603532
ISBN
1785603531
Libristo code
09483166
Publishers
Emerald Publishing Limited
Weight
1148
Dimensions
236 x 164 x 58
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