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Time Series in High Dimensions: the General Dynamic Factor Model
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Time Series in High Dimensions: the General Dynamic Factor Model
764 pages
| Medij | Knjige Hardcover Book (Knjiga s trdim hrbtom in platnicami) |
| Izdano | 4. avgusta 2020 |
| ISBN13 | 9789813278004 |
| Založniki | World Scientific Publishing Co Pte Ltd |
| Strani | 764 |
| Dimenzije | 235 × 159 × 51 mm · 1,24 kg |
| Urednik | Barigozzi, Matteo (London School of Economics and Political Science, UK) |
| Urednik | Forni, Mario (University of Modena and Reggio Emilia, Italy) |
| Urednik | Hallin, Marc (Universite libre de Bruxelles, Belgium) |
| Urednik | Lippi, Marco (Einaudi Institute for Economics and Finance, Italy) |
| Urednik | Zaffaroni, Paolo (Imperial College London, UK) |
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