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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
| 介质类型 | 图书 Hardcover Book (精装硬皮书) |
| 已发行 | 2016年1月8日 |
| ISBN13 | 9781785603532 |
| 出版商 | Emerald Publishing Limited |
| 页数 | 688 |
| 商品尺寸 | 236 × 164 × 58 mm · 1,13 kg |
| 语言 | 英语 |
