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New Introduction to Multiple Time Series Analysis - 9783540262398
Un libro in lingua di Helmut Lutkepohl edito da Springer Verlag, 2006
- € 52.70
- Il prezzo è variabile in funzione del cambio della valuta d’origine
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.
Informazioni bibliografiche
- Titolo del Libro in lingua: New Introduction to Multiple Time Series Analysis
- Lingua: English
- Autore: Helmut Lutkepohl
- Editore: Springer Verlag
- Collana: Springer Verlag (Paperback)
- Data di Pubblicazione: 15 Giugno '06
- Genere: BUSINESS and ECONOMICS
- Argomenti : Time-series analysis Textbooks Sâerie chronologique
- Pagine: 764
- Dimensioni mm: 228 x 146 x 38
- ISBN-10: 3540262393
- EAN-13: 9783540262398