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Dynamic Factor Models 1785603531 Book Cover

Dynamic Factor Models

Edition Description

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...

Edition Details
Format:Hardcover
Language:English
ISBN:1785603531
Format: Hardcover
Condition:
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200.99
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