Dynamic Factor Models with Infinite-dimension Factor Space

Dynamic Factor Models with Infinite-dimension Factor Space
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Total Pages : 51
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ISBN-10 : OCLC:1063954307
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Book Synopsis Dynamic Factor Models with Infinite-dimension Factor Space by : Mario Forni

Download or read book Dynamic Factor Models with Infinite-dimension Factor Space written by Mario Forni and published by . This book was released on 2015 with total page 51 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