Dynamic Factor Models.
| Author/creator | Fomby, Thomas B. Author |
| Format | Electronic |
| Publication Info | Bingley : Emerald Group Publishing Limited |
| Description | 688 p. |
| Supplemental Content | Full text available from Ebook Central - Academic Complete |
| Subjects |
| Other author/creator | Escanciano, Juan Carlos Author |
| Other author/creator | Hillebrand, Eric Author Volume Editor |
| Other author/creator | Jeliazkov, Ivan Author |
| Other author/creator | Hill, R. Carter Author |
| Other author/creator | Koopman, Siem Jan Author |
| Series | Advances in Econometrics Ser. 35 |
| Summary | Annotation 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. |
| Access restriction | Available only to authorized users. |
| Technical details | Mode of access: World Wide Web |
| Genre/form | Electronic books. |
| ISBN | 9781785603532 |
| ISBN | 1785603531 (Trade Cloth) Active Record |
| Stock number | 01326671 |
Availability
| Library | Location | Call Number | Status | Item Actions |
|---|---|---|---|---|
| Electronic Resources | Access Content Online | ✔ Available |