Dynamic factor models /

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Bibliographic Details
Edition:	First edition.
Imprint:	United Kingdom : Emerald Group Publishing Limited, 2016.
Description:	1 online resource
Language:	English
Series:	Advances in econometrics ; vol. 35 Advances in econometrics ; vol. 35.
Subject:	Macroeconomics. Macroeconomics -- Econometric models. Macroeconomics. Macroeconomics -- Econometric models. Electronic books.
Format:	E-Resource Book
URL for this record:	http://pi.lib.uchicago.edu/1001/cat/bib/11306661

Hidden Bibliographic Details
Other authors / contributors:	Hillebrand, Eric, editor. Koopman, S. J. (Siem Jan), editor.
ISBN:	9781785603525 1785603523 1785603531 9781785603532 9781785603532
Notes:	Includes bibliographical references. Vendor-supplied metadata.
Summary:	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.
Other form:	Print version: Hillebrand, Eric. Dynamic Factor Models. Bradford, West Yorkshire : Emerald Group Publishing Limited, ©2016 9781785603532

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