Dynamic Factor Models

Editors Hillebrand and Koopman present students, academics, researchers, and professionals working in a wide variety of contexts with a collection of academic and expert contributions on the use of dynamic factor models (DFM) in the study of econometrics, macroeconomics, and finance. The editors have organized the contributions that make up the main body of their text in four parts devoted to methodology, factor structure and specification, instability, and nowcasting and forecasting. Eric Hillebrand is a faculty member of Aarhus University, Denmark. Siem Jan Koopman is a faculty member of VU University, The Netherlands. Distributed in North America by Turpin Distribution. Annotation c2016 Ringgold, Inc., Portland, OR (protoview.com)

Edited by Eric Hillebrand, Department of Economics and Business Economics and CREATES, Aarhus University, Aarhus, DenmarkSiem Jan Koopman, Department of Econometrics, Vrije Universiteit Amsterdam, The Netherlands, Tinbergen Institute and CREATES