Dynamic Factor Models

Dynamic Factor Models
Author :
Publisher : Emerald Group Publishing
Total Pages : 685
Release :
ISBN-10 : 9781785603525
ISBN-13 : 1785603523
Rating : 4/5 (523 Downloads)
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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.


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