Time Series in High Dimensions: the General Dynamic Factor Model - - Books - World Scientific Publishing Co Pte Ltd - 9789813278004 - August 4, 2020
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Time Series in High Dimensions: the General Dynamic Factor Model

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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 and Political Science, UK)
Editor Forni, Mario (University of Modena and Reggio Emilia, Italy)
Editor Hallin, Marc (Universite libre de Bruxelles, Belgium)
Editor Lippi, Marco (Einaudi Institute for Economics and Finance, Italy)
Editor Zaffaroni, Paolo (Imperial College London, UK)

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