Code: 09483166
Dynamic Factor Models
by 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. ... more
- Language:
English - Binding: Hardback
- Number of pages: 688
Publisher: Emerald Publishing Limited, 2016
- More about this
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Book 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.
Book details
Book category Books in English Economics, finance, business & management Economics Econometrics
168.96 €
- Full title: Dynamic Factor Models
- Author: Siem Jan Koopman
- Language: English
- Binding: Hardback
- Number of pages: 688
- EAN: 9781785603532
- ISBN: 1785603531
- ID: 09483166
- Publisher: Emerald Publishing Limited
- Weight: 1148 g
- Dimensions: 164 × 236 × 58 mm
- Date of publishing: 08. January 2016
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