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9783540401728

New Introduction to Multiple Time Series Analysis

New Introduction to Multiple Time Series Analysis
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Product details

  • ISBN-13: 9783540401728
  • ISBN: 3540401725
  • Edition: 3
  • Publication Date: 0015
  • Publisher: Springer

AUTHOR

Lütkepohl, 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.Lütkepohl, Helmut is the author of 'New Introduction to Multiple Time Series Analysis ', published 0015 under ISBN 9783540401728 and ISBN 3540401725.

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