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New Introduction to Multiple Time Series Analysis

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ISBN: 9783540262398
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New Introduction to Multiple Time Series Analysis (9783540262398)

Springer

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This is the new and totally revised edition of Lütkepohl’s classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting. The book now includes new chapters on cointegration analysis, structural vector autoregressions, cointegrated VARMA processes and multivariate ARCH models. The book bridges the gap to the difficult technical literature on the topic. It is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it.

The book, New Introduction to Multiple Time Series Analysis (9783540262398) [Order Bulk Books, Wholesale, Quantity Discount] with ISBN# 9783540262398 in by may be ordered bulk quantities. Minimum orders start at copies.

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Publisher: Springer Berlin Heidelberg
Publisher: Springer Berlin Heidelberg

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