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Dynamic Factor Models. Vol. 35 [electronic resource]

Author
Fomby, Thomas B.
Published
Bingley : Emerald Group Publishing Limited Jan. 2016
Physical Description
688 p.
Additional Creators
Escanciano, Juan Carlos, Hillebrand, Eric, Jeliazkov, Ivan, Hill, R. Carter, and Koopman, Siem Jan
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Summary
Annotation 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.
Genre(s)
ISBN
9781785603532
1785603531 (Trade Cloth)
Audience Notes
Scholarly & Professional Emerald Group Publishing Limited
View MARC record | catkey: 19793165