{"product_id":"time-series-high-dimensions-9789813278004-new","title":"Time Series in High Dimensions","description":"\u003cp\u003eFactor 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.\u003c\/p\u003e","brand":"WORLD SCIENTIFIC PUB CO INC","offers":[{"title":"New","offer_id":51543832625442,"sku":"9789813278004-new","price":239.21,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0893\/4755\/5618\/files\/9789813278004.jpg?v=1776392649","url":"https:\/\/www.albakireads.com\/products\/time-series-high-dimensions-9789813278004-new","provider":"AlbakiReads","version":"1.0","type":"link"}