Dynamic Factor Models

Dynamic Factor Models
Author :
Publisher :
Total Pages : 29
Release :
ISBN-10 : 3865580971
ISBN-13 : 9783865580979
Rating : 4/5 (979 Downloads)

Book Synopsis Dynamic Factor Models by : Jörg Breitung

Download or read book Dynamic Factor Models written by Jörg Breitung and published by . This book was released on 2005 with total page 29 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian