Time Series in High Dimensions : The General Dynamic Factor Model

Barigozzi, Matteo (EDT); Forni, Mario (EDT); Hallin, Marc (EDT); Lippi, Marco (EDT); Zaffaroni, Paolo (EDT)

ISBN 10: 9813278005 ISBN 13: 9789813278004
Published by World Scientific Publishing Company, 2020
Language: English
Condition: New Hardcover

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