New Introduction to Multiple Time Series Analysis - Softcover

Lütkepohl, Helmut

Softcover

ISBN 10: 3540262393 ISBN 13: 9783540262398

Verlag: Springer Berlin Heidelberg, 2010

Inhaltsangabe

Book by Ltkepohl Helmut

Über diesen Titel

Reseña del editor

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.

Details zur Ausgabe

• Verlag: Springer Berlin Heidelberg
• Erscheinungsdatum: 2010
• ISBN 10: 3540262393
• ISBN 13: 9783540262398
• Einband: Tapa blanda
• Sprache: Englisch
• Auflage: 2
• Anzahl der Seiten: 788