Introduction to Multiple Time Series Analysis
✍ Scribed by Helmut Lütkepohl
- Publisher
- Springer
- Year
- 1993
- Tongue
- English
- Leaves
- 281
- Edition
- 2nd
- Category
- Library
No coin nor oath required. For personal study only.
📜 SIMILAR VOLUMES
This reference work and graduate-level textbook deals with analyzing and forecasting multiple time series, considering a wide range of models and methods. It is based on the author’s successful Introduction to Multiple Time Series Analysis, updated to include the state of the art and latest developm
This reference work and graduate-level textbook deals with analyzing and forecasting multiple time series, considering a wide range of models and methods. It is based on the author’s successful Introduction to Multiple Time Series Analysis, updated to include the state of the art and latest developm
This reference work and graduate-level textbook deals with analyzing and forecasting multiple time series, considering a wide range of models and methods. It is based on the author’s successful Introduction to Multiple Time Series Analysis, updated to include the state of the art and latest developm
<p>When I worked on my Introduction to Multiple Time Series Analysis (Lutk ¨ ¨- pohl (1991)), a suitable textbook for this ?eld was not available. Given the great importance these methods have gained in applied econometric work, it is perhaps not surprising in retrospect that the book was quite succ