New Introduction to Multiple Time Series Analysis

by Helmut Lütkepohl

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This is the new and totally revised edition of L tkepohl'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...

Format:Paperback

Language:English

ISBN:3540262393

ISBN13:9783540262398

Release Date:February 2006

Publisher:Springer

Length:764 Pages

Weight:2.50 lbs.

Dimensions:1.7" x 6.2" x 9.2"

Related Subjects

Business Business & Investing Economics Math Mathematics Science & Math

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New Introduction to Multiple Time Series Analysis

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