Dynamic Factor Models
| Author | : Siem Jan Koopman |
| Publisher | : Emerald Group Publishing |
| Total Pages | : 685 |
| Release | : 2016-01-08 |
| ISBN-10 | : 9781785603525 |
| ISBN-13 | : 1785603523 |
| Rating | : 4/5 (523 Downloads) |
Book Synopsis Dynamic Factor Models by : Siem Jan Koopman
Download or read book Dynamic Factor Models written by Siem Jan Koopman and published by Emerald Group Publishing. This book was released on 2016-01-08 with total page 685 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
