Dynamic Factor Models - Advances in Econometrics - Siem Jan Koopman - Books - Emerald Publishing Limited - 9781785603532 - January 8, 2016
In case cover and title do not match, the title is correct

Dynamic Factor Models - Advances in Econometrics

Siem Jan Koopman

Price
CA$ 379.99
excl. VAT

Ordered from remote warehouse

Expected delivery Nov 17 - 27
Christmas presents can be returned until 31 January

Our customers say:

14-day return policy in accordance with European consumer protection law
Top ranking on Trustpilot
Add to your iMusic wish list

Dynamic Factor Models - Advances in Econometrics

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

Media Books     Hardcover Book   (Book with hard spine and cover)
Released January 8, 2016
ISBN13 9781785603532
Publishers Emerald Publishing Limited
Pages 688
Dimensions 236 × 164 × 58 mm   ·   1.13 kg
Language English  
Show all

More by Siem Jan Koopman

See all of Siem Jan Koopman ( e.g. Hardcover Book )