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Time Series in High Dimensions: The General Dynamic Factor Model
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(Buch) |
Dieser Artikel gilt, aufgrund seiner Grösse, beim Versand als 3 Artikel!
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| 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. The topics covered include: asymptotic representation problems, estimation, forecasting, identification of the number of factors, identification of structural shocks, volatility analysis, and applications to macroeconomic and financial data. |
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i.d.R. innert 14-24 Tagen versandfertig
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