Time Series In High Dimensions: The General Dynamic Factor Model
Marc Hallin (Redaktør) Marco Lippi (Redaktør) Matteo Barigozzi (Redaktør) Mario Forni (Redaktør) Paolo Zaffaroni (Redaktør)
Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account of the so-called General Dynamic Factor Model methods. Les mer
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Detaljer
- Forlag
- World Scientific Publishing Co Pte Ltd
- Innbinding
- Innbundet
- Språk
- Engelsk
- ISBN
- 9789813278004
- Utgivelsesår
- 2020