56301687

9789813278004

Time Series in High Dimension: the General Dynamic Factor Model

Time Series in High Dimension: the General Dynamic Factor Model
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  • ISBN-13: 9789813278004
  • ISBN: 9813278005
  • Publication Date: 2019
  • Publisher: World Scientific Publishing Co Pte Ltd

AUTHOR

Hallin, Marc, Barigozzi, Matteo, Forni, Mario

SUMMARY

Hallin, Marc is the author of 'Time Series in High Dimension: the General Dynamic Factor Model', published 2019 under ISBN 9789813278004 and ISBN 9813278005.

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