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Time Series in High Dimensions: the General Dynamic Factor Model Marc Hallin-Paolo Zaffaroni-Matteo Barigozzi-Mario
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Time Series in High Dimensions: the General Dynamic Factor Model
Marc Hallin-Paolo Zaffaroni-Matteo Barigozzi-Mario
764 pages
| Mídia | Livros Hardcover Book (Livro com lombada e capa dura) |
| Lançado | 4 de agosto de 2020 |
| ISBN13 | 9789813278004 |
| Editoras | World Scientific Publishing Co Pte Ltd |
| Páginas | 764 |
| Dimensões | 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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