Dynamic factor models /
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.
Saved in:
| Online Access: |
Full text (MCPHS users only) |
|---|---|
| Other Authors: | , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
United Kingdom :
Emerald Group Publishing Limited,
2016
|
| Edition: | First edition. |
| Series: | Advances in econometrics ;
vol. 35. |
| Subjects: | |
| Local Note: | ProQuest Ebook Central |
