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Factor models have become the most successful tool in the analysis and forecasting of high-dimensional time series. This monograph provides an extensive account
Dynamic Factor Models
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This textbook provides a self-contained presentation of the theory and models of time series analysis. Putting an emphasis on weakly stationary processes and li
The Oxford Handbook of Economic Forecasting
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Greater data availability has been coupled with developments in statistical theory and economic theory to allow more elaborate and complicated models to be ente
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