Dynamic factor models

Dynamic factor models (DFM) constitute an active and growing area of research, both in econometrics, in macroeconomics, and in finance. Many applications lie at the center of policy questions raised by the recent financial crises, such as the connections between yields on government debt, credit ris...

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Bibliographic Details
Other Authors: Hillebrand, Eric., Koopman, S. J.
Format: eBook
Language: English
Published: Bingley, U.K. : Emerald, 2016.
Series: Advances in econometrics ; v. 35.
Subjects:
ISBN: 9781785603525
Physical Description: 1 online zdroj (410 p.) : ill.

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