Non-Fiction, Business, Finance & Law , Economics
Factor Extraction in Dynamic Factor Models

Factor Extraction in Dynamic Factor Models: Kalman Filter Versus Principal Components

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Paperback Published on: 30/11/2022
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Publisher information

  • Publisher: now publishers Inc
  • ISBN: 9781638280965
  • Number of pages: 124
  • Dimensions: 234 x 156 mm
  • Weight: 186g
  • Languages: English

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