Dynamic Factor Models
Book Details
Format
Hardback or Cased Book
Book Series
Advances in Econometrics
ISBN-10
1785603531
ISBN-13
9781785603532
Publisher
Emerald Publishing Limited
Imprint
Emerald Group Publishing Limited
Country of Manufacture
GB
Country of Publication
GB
Publication Date
Jan 8th, 2016
Print length
688 Pages
Weight
1,148 grams
Dimensions
16.40 x 23.60 x 5.80 cms
Product Classification:
Econometrics
Ksh 20,700.00
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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.
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