Dynamic Factor Models
SIEM JAN (VRIJE UNIVERSITEIT (VU) AMSTERDAM, The Netherlands) Koopman ; Eric (Aarhus University, Denmark) Hillebrand
Reeks: Advances in Econometrics
ISBN: 9781785603532 | Hardcover
This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist an... Meer informatie