New Introduction to Multiple Time Series Analysis
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Beschreibung
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. von Lütkepohl, Helmut
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Über den Autor
- Hardcover -
- Springer Vieweg
- Hardcover -
- Springer
- Hardcover
- 1320 Seiten
- Erschienen 2012
- John Wiley & Sons Inc
- Hardcover
- 352 Seiten
- Erschienen 1986
- Springer Berlin Heidelberg