Finite sample performance of small versus large scale dynamic factor models :: Rocio Alvarez :: Centre for Economic Policy Research 2012 :: OBNB, the Open British National Bibliography

Publication Data

Title Finite sample performance of small versus large scale dynamic factor models
Author Rocio Alvarez
Contributors Máximo Camacho, Gabriel Perez-Quiros, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2012
Publication location London
Language English

Descriptive Notes

"February 2012."
"International macroeconomics"--Cover.

Topics

Business cycles :: Mathematical models
Time-series analysis
Econometric models
Sampling (Statistics)

Catalogue Data

OBNB ID GBB327892
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 338.542

ISBD

P1053 47 p.
P1042 Includes bibliographical references.

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Finite sample performance of small versus large scale dynamic factor models by Rocio Alvarez. Published by Centre for Economic Policy Research in 2012. Publication and catalogue information, links to buy online and reader comments.