Dynamic factor models
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 debt, credit ri...
| Other Authors: | , |
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| Format: | Electronic |
| Language: | English |
| Published: |
Bingley, U.K. :
Emerald,
2016.
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| Series: | Advances in econometrics ;
v. 35. |
| Subjects: | |
| Online Access: | Access Fulltext via EzAccess |