{"product_id":"time-series-in-high-dimensions-marc-hallin-9789813278004","title":"Time Series in High Dimensions: The General Dynamic Factor Model","description":"Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account of the so-called General Dynamic Factor Model methods. The topics covered include: asymptotic representation problems, estimation, forecasting, identification of the number of factors, identification of structural shocks, volatility analysis, and applications to macroeconomic and financial data.\u003cbr\u003e\u003cbr\u003e\u003cb\u003eAuthor:\u003c\/b\u003e Marc Hallin\u003cbr\u003e\u003cb\u003eISBN-10:\u003c\/b\u003e 9813278005\u003cbr\u003e\u003cb\u003eISBN-13:\u003c\/b\u003e 9789813278004\u003cbr\u003e\u003cb\u003ePublisher:\u003c\/b\u003e World Scientific Publishing Company\u003cbr\u003e\u003cb\u003eLanguage:\u003c\/b\u003e English\u003cbr\u003e\u003cb\u003ePublished:\u003c\/b\u003e 08\/04\/2020\u003cbr\u003e\u003cb\u003ePages:\u003c\/b\u003e 764\u003cbr\u003e\u003cb\u003eFormat:\u003c\/b\u003e Hardcover\u003cbr\u003e\u003cb\u003eWeight:\u003c\/b\u003e 2.60lbs\u003cbr\u003e\u003cb\u003eSize:\u003c\/b\u003e 9.00h x 6.00w x 1.63d","brand":"Marc Hallin","offers":[{"title":"Hardcover","offer_id":43941397397759,"sku":"9789813278004","price":229.0,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0662\/2982\/9887\/products\/img_c1ed6e31-9189-481d-ba8d-47f12d2fe4c2.jpg?v=1681452689","url":"https:\/\/www.whiterainbookhouse.com\/products\/time-series-in-high-dimensions-marc-hallin-9789813278004","provider":"WR Book House","version":"1.0","type":"link"}