{"product_id":"time-series-in-high-dimensions-the-general-dynamic-factor-model","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.","brand":"World Scientific Publishing Co Pte Ltd","offers":[{"title":"Default Title","offer_id":54238643257688,"sku":"9789813278004","price":260.4,"currency_code":"EUR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0278\/1295\/4195\/files\/9789813278004_43835287-5f9a-4e04-9af5-e4203c1337df.jpg?v=1777580125","url":"https:\/\/agendabookshop.com\/products\/time-series-in-high-dimensions-the-general-dynamic-factor-model","provider":"Agenda Bookshop","version":"1.0","type":"link"}