Povej prijatelju o tem izdelku:
Dynamic Factor Models - Advances in Econometrics Siem Jan Koopman
Dynamic Factor Models - Advances in Econometrics
Siem Jan Koopman
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.
410 pages
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 8. januarja 2016 |
| ISBN13 | 9781785603532 |
| Založniki | Emerald Publishing Limited |
| Strani | 688 |
| Dimenzije | 236 × 164 × 58 mm · 1,13 kg |
| Jezik | Angleščina |