EAN: 9783540262398

NEW INTRODUCTION TO MULTIPLE TIME SERIES ANALYS...

This is the new and totally revised edition of Lütkepohl'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 the gap to the
difficult technical literature on the topic. It is accessible to graduate students in business
and economics. In addition  multiple time series courses in other fields such as statistics and
engineering may be based on it.

Aktuelle Preise zur EAN 9783540262398

Produktinformationen zur 9783540262398