Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-dimensional Time Series

Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-dimensional Time Series
Author: Marc Hallin
Publisher:
Total Pages: 0
Release: 2022
Genre:
ISBN:


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Manfred Deistler and the General Dynamic Factor Model Approach to the Analysis of High-dimensional Time Series
Language: en
Pages: 0
Time Series in High Dimension: the General Dynamic Factor Model
Language: en
Pages: 764
Authors: Marc Hallin
Categories: Business & Economics
Type: BOOK - Published: 2020-03-30 - Publisher: World Scientific Publishing Company

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Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account
Time Series Models
Language: en
Pages: 213
Authors: Manfred Deistler
Categories: Mathematics
Type: BOOK - Published: 2022-10-21 - Publisher: Springer Nature

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This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and li
Partial Identification in Econometrics and Related Topics
Language: en
Pages: 724
Authors: Nguyen Ngoc Thach
Categories:
Type: BOOK - Published: - Publisher: Springer Nature

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Large Dimensional Factor Analysis
Language: en
Pages: 90
Authors: Jushan Bai
Categories: Business & Economics
Type: BOOK - Published: 2008 - Publisher: Now Publishers Inc

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Large Dimensional Factor Analysis provides a survey of the main theoretical results for large dimensional factor models, emphasizing results that have implicati