ISBN 9789813278004 books & textbook
Time Series in High Dimensions: The General Dynamic Factor Model
Hallin, Marc Lippi, Marco Barigozzi, Matteo Forni, Mario Zaffaroni, Paolo
World Scientific Publishing Company /2020-08-04 Hardcover / 764 Pages
isbn-10: 9813278005 / isbn-13: 9789813278004