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New Introduction to Multiple Time Series Analysis

✍ Scribed by Helmut Lütkepohl

Publisher
Springer
Year
2005
Tongue
English
Leaves
764
Edition
2nd
Category
Library
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✦ Synopsis

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 developments in the field. The book enables readers to perform their analyses in a competent and up-to-date manner, bridging the gap to the difficult technical literature on the topic.

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