Dynamic factor models /

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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