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Business & Investing Books > Economics Books
Paperback New Introduction to Multiple Time Series Analysis Book
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ISBN: 3540262393

ISBN13: 9783540262398

New Introduction to Multiple Time Series Analysis

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Format: Paperback

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Book Overview

This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models...

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Business Business & Investing Economics Math Mathematics Science & Math

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