Dynamic factor models

Dynamic factor models (DFM) constitute an active and growing area of research, both in econometrics, in macroeconomics, and in finance. Many applications lie at the center of policy questions raised by the recent financial crises, such as the connections between yields on government debt, credit ri...

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Bibliographic Details

Other Authors:	Hillebrand, Eric, Koopman, S. J. (Siem Jan)
Format:	Electronic eBook
Language:	English
Published:	Bingley, U.K. : Emerald, 2016.
Series:	Advances in econometrics ; v. 35.
Subjects:	Business & Economics > Economics > Macroeconomics. Econometrics. Macroeconomics. Macroeconomics > Econometric models. Makroekonomika > Ekonometrika
ISBN:	9781785603525
ISSN:	0731-9053 ;
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