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Dynamic Factor Models (Advances in Econometrics)

By: Eric Hillebrand (Edited by) , The Netherlands) Koopman Siem Jan Amsterdam (Edited by)

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Ksh 29,150.00

Format: Hardback or Cased Book

ISBN-10: 1785603531

ISBN-13: 9781785603532

Collection / Series: Advances in Econometrics

Collection Type: Publisher collection

Publisher: Emerald Publishing Limited

Imprint: Emerald Group Publishing Limited

Country of Manufacture: GB

Country of Publication: GB

Publication Date: Jan 8th, 2016

Publication Status: Active

Product extent: 688 Pages

Weight: 1148.00 grams

Dimensions (height x width x thickness): 16.40 x 23.60 x 5.80 cms

Product Classification / Subject(s): Econometrics

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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.

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