Share

The Oxford Handbook of Economic Forecasting

2011-07-08 Business & Economics
Download The Oxford Handbook of Economic Forecasting PDF Online Free

Author :
Release : 2011-07-08
Genre : Business & Economics
Kind : eBook
Book Rating : 645/5 ( reviews)

GET EBOOK


Book Synopsis The Oxford Handbook of Economic Forecasting by : Michael P. Clements

Download or read book The Oxford Handbook of Economic Forecasting written by Michael P. Clements. This book was released on 2011-07-08. Available in PDF, EPUB and Kindle. Book excerpt: Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be entertained. These include factor models, DSGE models, restricted vector autoregressions, and non-linear models.

Dynamic Factor Models

2016-01-08 Business & Economics
Download Dynamic Factor Models PDF Online Free

Author :
Release : 2016-01-08
Genre : Business & Economics
Kind : eBook
Book Rating : 523/5 ( reviews)

GET EBOOK


Book Synopsis Dynamic Factor Models by : Siem Jan Koopman

Download or read book Dynamic Factor Models written by Siem Jan Koopman. This book was released on 2016-01-08. Available in PDF, EPUB and Kindle. Book excerpt: This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.

Dynamic Factor Models

2016
Download Dynamic Factor Models PDF Online Free

Author :
Release : 2016
Genre :
Kind : eBook
Book Rating : /5 ( reviews)

GET EBOOK


Book Synopsis Dynamic Factor Models by : Jörg Breitung

Download or read book Dynamic Factor Models written by Jörg Breitung. This book was released on 2016. Available in PDF, EPUB and Kindle. Book excerpt: Factor models can cope with many variables without running into scarce degrees of freedom.

Time Series in High Dimension: the General Dynamic Factor Model

2020-03-30 Business & Economics
Download Time Series in High Dimension: the General Dynamic Factor Model PDF Online Free

Author :
Release : 2020-03-30
Genre : Business & Economics
Kind : eBook
Book Rating : 004/5 ( reviews)

GET EBOOK


Book Synopsis Time Series in High Dimension: the General Dynamic Factor Model by : Marc Hallin

Download or read book Time Series in High Dimension: the General Dynamic Factor Model written by Marc Hallin. This book was released on 2020-03-30. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Modern Econometric Analysis

2007-04-29 Business & Economics
Download Modern Econometric Analysis PDF Online Free

Author :
Release : 2007-04-29
Genre : Business & Economics
Kind : eBook
Book Rating : 936/5 ( reviews)

GET EBOOK


Book Synopsis Modern Econometric Analysis by : Olaf Hübler

Download or read book Modern Econometric Analysis written by Olaf Hübler. This book was released on 2007-04-29. Available in PDF, EPUB and Kindle. Book excerpt: In this book leading German econometricians in different fields present survey articles of the most important new methods in econometrics. The book gives an overview of the field and it shows progress made in recent years and remaining problems.

You may also like...