Dynamic Factor Models: v.35 (Advances in Econometrics) (Advances in Econometrics, 35)

by Siem Jan Koopman (Editor), Eric Hillebrand (Editor)

New
Hardcover
2015
$233.40

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.

Synopsis

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.

$233.40

Quantity

20 in stock

More Information

Format: Hardcover
Pages: 688
Publisher: Emerald Group Publishing Limited
Published: 24 Nov 2015
ISBN 10: 1785603531
ISBN 13: 9781785603532

Dynamic Factor Models: v.35 (Advances in Econometrics) (Advances in Econometrics, 35)

New

$233.40

Synopsis

$233.40

More Information