New Introduction to Multiple Time Series Analysis

Auteurs

• Helmut Lütkepohl

Paramètres

• 785 pages
• 28 heures de lecture

• Affaires et économie
• Économie
• Manuels

En savoir plus sur le livre

This graduate-level textbook offers a comprehensive exploration of models and methods for analyzing and forecasting multiple time series, including vector autoregressive and multivariate ARCH models. It covers estimation techniques, model selection, and structural analysis tools, making it suitable for students and applied researchers in various fields.

Achat du livre

• Année de publication: 2006
• Reliure: (souple)