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New Introduction to Multiple Time Series Analysis
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New Introduction to Multiple Time Series Analysis Paperback - 2007 - 2006th Edition

by Helmut Lütkepohl


From the publisher

This is the new and totally revised edition of Ltkepohl'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.

Details

  • Title New Introduction to Multiple Time Series Analysis
  • Author Helmut Lütkepohl
  • Binding Paperback
  • Edition number 2006th
  • Edition 2006
  • Pages 764
  • Language ENG
  • Publisher Springer, Berlin
  • Date August 2007
  • ISBN 9783540262398
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New Introduction to Multiple Time Series Analysis
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New Introduction to Multiple Time Series Analysis

by Lütkepohl, H.

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Springer-Verlag, 2005. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1250grams, ISBN:9783540262398
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New Introduction to Multiple Time Series Analysis
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New Introduction to Multiple Time Series Analysis

by Lütkepohl, H.

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9783540262398 / 3540262393
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Springer-Verlag, 2005. This is an ex-library book and may have the usual library/used-book markings inside.This book has soft covers. Clean from markings. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1250grams, ISBN:9783540262398
Item Price
$70.91
$16.42 shipping to USA
New Introduction to Multiple Time Series Analysis
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New Introduction to Multiple Time Series Analysis

by Lütkepohl, Helmut

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New Introduction to Multiple Time Series Analysis

New Introduction to Multiple Time Series Analysis

by Helmut Lutkepohl

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Paperback / softback. New. This is the new and totally revised edition of Lutkepohl'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.
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New Introduction to Multiple Time Series Analysis
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New Introduction to Multiple Time Series Analysis

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New Introduction to Multiple Time Series Analysis
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New Introduction to Multiple Time Series Analysis

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New Introduction to Multiple Time Series Analysis
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New Introduction to Multiple Time Series Analysis

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