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4637690

9783540262398

New Introduction to Multiple Time Series Analysis

New Introduction to Multiple Time Series Analysis
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Product details

  • ISBN-13: 9783540262398
  • ISBN: 3540262393
  • Publication Date: 2006
  • Publisher: Springer

AUTHOR

Lükepohl, Helmut

SUMMARY

This is the new and totally revised edition of Lutkepohl'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.Lükepohl, Helmut is the author of 'New Introduction to Multiple Time Series Analysis ', published 2006 under ISBN 9783540262398 and ISBN 3540262393.

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