Dynamic Factor Models
Download and Read Dynamic Factor Models full books in PDF, ePUB, and Kindle. Read online free Dynamic Factor Models ebook anywhere anytime directly on your device. We cannot guarantee that every ebooks is available!
The Oxford Handbook of Economic Forecasting
| Author | : Michael P. Clements |
| Publisher | : OUP USA |
| Total Pages | : 732 |
| Release | : 2011-07-08 |
| Genre | : Business & Economics |
| ISBN | : 0195398645 |
Download The Oxford Handbook of Economic Forecasting Book in PDF, Epub and Kindle
Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.
The Oxford Handbook of Economic Forecasting Related Books
Language: en
Pages: 732
Pages: 732
Type: BOOK - Published: 2011-07-08 - Publisher: OUP USA
Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be ente
Language: en
Pages: 685
Pages: 685
Type: BOOK - Published: 2016-01-08 - Publisher: Emerald Group Publishing
This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian
Language: en
Pages: 40
Pages: 40
Type: BOOK - Published: 2016 - Publisher:
Factor models can cope with many variables without running into scarce degrees of freedom.
Language: en
Pages: 764
Pages: 764
Type: BOOK - Published: 2020-03-30 - Publisher: World Scientific Publishing Company
Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account
Language: en
Pages: 236
Pages: 236
Type: BOOK - Published: 2007-04-29 - Publisher: Springer Science & Business Media
In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an ove
