Essays In Macroeconomics And Dynamic Factor Models
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Dynamic Factor Models
Author: Siem Jan Koopman
language: en
Publisher: Emerald Group Publishing
Release Date: 2016-01-08
This volume explores dynamic factor model specification, asymptotic and finite-sample behavior of parameter estimators, identification, frequentist and Bayesian estimation of the corresponding state space models, and applications.
Essays in Honor of Joon Y. Park
Author: Yoosoon Chang
language: en
Publisher: Emerald Group Publishing
Release Date: 2023-04-24
Volumes 45a and 45b of Advances in Econometrics honor Professor Joon Y. Park, who has made numerous and substantive contributions to the field of econometrics over a career spanning four decades since the 1980s and counting.