{"product_id":"time-series-in-high-dimensions-the-general-dynamic-factor-model-9789813278004","title":"Time Series In High Dimensions: The General Dynamic Factor Model","description":"\u003cb\u003eBook Synopsis\u003c\/b\u003e\u003cbr\u003eFactor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account of the so-called General Dynamic Factor Model methods. The topics covered include: asymptotic representation problems, estimation, forecasting, identification of the number of factors, identification of structural shocks, volatility analysis, and applications to macroeconomic and financial data.","brand":"World Scientific Publishing Co Pte Ltd","offers":[{"title":"Default Title","offer_id":52091897282903,"sku":"9789813278004","price":189.0,"currency_code":"GBP","in_stock":false}],"url":"https:\/\/bookcurl.com\/products\/time-series-in-high-dimensions-the-general-dynamic-factor-model-9789813278004","provider":"Book Curl","version":"1.0","type":"link"}