Dynamic factor models

• Άλλοι συγγραφείς: Hillebrand, Eric, Koopman, S. J. (Siem Jan)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Bingley, U.K. : Emerald, 2016.
• Σειρά: Advances in econometrics ; v. 35.
• Θέματα: Business & Economics > Economics > Macroeconomics.; Econometrics.; Macroeconomics.; Macroeconomics > Econometric 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...