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Introduction to Multiple Time Series Analysis Helmut Lutkepohl 2nd ed. 1993 edition
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Introduction to Multiple Time Series Analysis
Helmut Lutkepohl
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.
545 pages, biography
| Media | Boeken Paperback Book (Boek met zachte kaft en gelijmde rug) |
| Vrijgegeven | 13 augustus 1993 |
| ISBN13 | 9783540569404 |
| Uitgevers | Springer-Verlag Berlin and Heidelberg Gm |
| Pagina's | 545 |
| Afmetingen | 170 × 244 × 29 mm · 893 g |
| Taal en grammatica | Engels Frans |
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