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Dynamic Factor Models (Hardcover)

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Editors Hillebrand and Koopman present students, academics, researchers, and professionals working in a wide variety of contexts with a collection of academic and expert contributions on the use of dynamic factor models (DFM) in the study of econometrics, macroeconomics, and finance. The editors have organized the contributions that make up the main body of their text in four parts devoted to methodology, factor structure and specification, instability, and nowcasting and forecasting. Eric Hillebrand is a faculty member of Aarhus University, Denmark. Siem Jan Koopman is a faculty member of VU University, The Netherlands. Distributed in North America by Turpin Distribution. Annotation ©2016 Ringgold, Inc., Portland, OR (protoview.com)
Number of Pages: 664.0
Genre: Business + Money Management
Sub-Genre: Economics / Macroeconomics
Series Title: Advances in Econometrics
Format: Hardcover
Publisher: Emerald Group Pub Ltd
Language: English
Street Date: January 14, 2016
TCIN: 50464723
UPC: 9781785603532
Item Number (DPCI): 248-07-1972

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