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Time Series In High Dimensions: The General Dynamic Factor Model
Av HALLIN MARC, Hallin Marc, Marc Hallin, Marco Lippi, Matteo Barigozzi, Mario Forni, Paolo Zaffaroni, Belgium) Hallin, Marc (Univ Libre De Bruxelles, Italy) Lippi, Marco (Einaudi Inst For Economics & Finance, Uk) Barigozzi, Matteo (London School Of Economics & Political Science, Italy) Forni, Mario (Univ Di Modena E Reggio Emilia, Uk) Zaffaroni, Paolo (Imperial College London
Inbunden, Engelska, 2020
4 129 kr
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