Dynamic Factor Models

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.

Info autore

Edited by Eric Hillebrand, Department of Economics and Business Economics and CREATES, Aarhus University, Aarhus, Denmark Siem Jan Koopman, Department of Econometrics, Vrije Universiteit Amsterdam, The Netherlands, Tinbergen Institute and CREATES

Dettagli sul prodotto

• Con la collaborazione di: Eric Hillebrand (Editore), Siem Jan Koopman (Editore)
• Editore: Emerald Group Publishing Limited
• Lingue: Inglese
• Formato: Copertina rigida
• Pubblicazione: 08.01.2016
• EAN: 9781785603532
• ISBN: 978-1-78560-353-2
• Pagine: 686
• Dimensioni: 157 mm x 235 mm x 41 mm
• Peso: 1128 g
• Serie: Advances in Econometrics
• Categoria: Scienze sociali, diritto, economia > Economia > Altro