Dynamic factor models

edited by Eric Hillebrand, 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.

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Year of publication:	2016
Other Persons:	Hillebrand, Eric (ed.) ; Koopman, Siem Jan (ed.)
Publisher:	Wagon Lane, Bingley, [England] : Emerald Group Publishing Limited
Subject:	Faktorenanalyse \| Factor analysis \| Dynamische Wirtschaftstheorie \| Economic dynamics \| Zeitreihenanalyse \| Time series analysis \| Schätzung \| Estimation \| EU-Staaten \| EU countries \| Stochastischer Prozess \| Stochastic process

Extent:	1 online resource (685 pages)
Series:	Advances in Econometrics ; Volume 35 Advances in Econometrics Ser ; v.35
Type of publication:	Book / Working Paper
Language:	English
ISBN:	978-1-78560-352-5 ; 978-1-78560-353-2
Source:	ECONIS - Online Catalogue of the ZBW

Persistent link: https://www.econbiz.de/10012684327