Dynamic Factor Models - Advances in Econometrics - Siem Jan Koopman - Books - Emerald Publishing Limited - 9781785603532 - January 8, 2016
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Dynamic Factor Models - Advances in Econometrics

Siem Jan Koopman

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Dynamic Factor Models - Advances in Econometrics

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 Books     Hardcover Book   (Book with hard spine and cover)
Released January 8, 2016
ISBN13 9781785603532
Publishers Emerald Publishing Limited
Pages 688
Dimensions 236 × 164 × 58 mm   ·   1.13 kg
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