Factor Extraction in Dynamic Factor Models
Kalman Filter Versus Principal Components
Published on 30. November 2022
Book
Paperback/Softback
124 pages
978-1-63828-096-5 (ISBN)
More details
Series
Language
English
Place of publication
Hanover
United States
Target group
Professional and scholarly
Dimensions
Height: 234 mm
Width: 156 mm
Weight
186 gr
ISBN-13
978-1-63828-096-5 (9781638280965)
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Schweitzer Classification