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Dynamic Factor Models

Dynamic Factor Models

 

273,49 €
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Editorial:
Emerald Publishing Ltd
Año de edición:
2016
Materia
Macroeconomía
ISBN:
9781785603532

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Sobre IBD

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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