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Time Series In High Dimensions: The General Dynamic Factor Model
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Time Series In High Dimensions: The General Dynamic Factor Model
764 pages
| Media | Books Hardcover Book (Book with hard spine and cover) |
| Released | August 4, 2020 |
| ISBN13 | 9789813278004 |
| Publishers | World Scientific Publishing Co Pte Ltd |
| Pages | 764 |
| Dimensions | 235 × 159 × 51 mm · 1.24 kg |
| Editor | Barigozzi, Matteo (London School Of Economics & Political Science, Uk) |
| Editor | Forni, Mario (Univ Di Modena E Reggio Emilia, Italy) |
| Editor | Hallin, Marc (Univ Libre De Bruxelles, Belgium) |
| Editor | Lippi, Marco (Einaudi Inst For Economics & Finance, Italy) |
| Editor | Zaffaroni, Paolo (Imperial College London, Uk) |
