Kód: 09483166
Dynamic Factor Models
Autor 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. ... celý popis
- Jazyk:
Angličtina - Väzba: Pevná
- Počet strán: 688
Nakladateľ: Emerald Publishing Limited, 2016
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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.
Parametre knihy
Zaradenie knihy Knihy po anglicky Economics, finance, business & management Economics Econometrics
168.65 €
- Celý názov: Dynamic Factor Models
- Autor: Siem Jan Koopman
- Jazyk: Angličtina
- Väzba: Pevná
- Počet strán: 688
- EAN: 9781785603532
- ISBN: 1785603531
- ID: 09483166
- Nakladateľ: Emerald Publishing Limited
- Hmotnosť: 1148 g
- Rozmery: 164 × 236 × 58 mm
- Dátum vydania: 08. January 2016
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