Introduction to Multiple Time Series Analysis - Softcover

Lutkepohl, Helmut

 
9783540531944: Introduction to Multiple Time Series Analysis
Softcover
ISBN 10: 3540531947 ISBN 13: 9783540531944
Verlag: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1991

Inhaltsangabe

This graduate-level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts as well as innovation accounting are presented as tools for structural analysis within the multiple time series context.

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Reseña del editor

This graduate-level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts as well as innovation accounting are presented as tools for structural analysis within the multiple time series context.

„Über diesen Titel“ kann sich auf eine andere Ausgabe dieses Titels beziehen.

Verlag
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Erscheinungsdatum
1991
Sprache
Englisch
ISBN 10 
3540531947
ISBN 13 
9783540531944
Einband
Tapa blanda
Anzahl der Seiten
567
Kontakt zum Hersteller
Nicht verfügbar
Verantwortliche Person
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Deutschland

Weitere beliebte Ausgaben desselben Titels

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Vorgestellte Ausgabe

ISBN 10:  0387531947 ISBN 13:  9780387531946
Verlag: FisicalBook, 1991
Softcover