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Introduction to Multiple Time Series Analysis 2nd ed. 1993 edition
Helmut Lutkepohl
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Introduction to Multiple Time Series Analysis 2nd ed. 1993 edition
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 | Kirjat Paperback Book (Kirja pehmeillä kansilla ja liimatulla selällä) |
| Julkaisupäivämäärä | perjantai 13. elokuuta 1993 |
| ISBN13 | 9783540569404 |
| Tuottaja | Springer-Verlag Berlin and Heidelberg Gm |
| Sivujen määrä | 545 |
| Mitta | 170 × 244 × 29 mm · 893 g |
| Kieli | English French |
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