New Introduction to Multiple Time Series Analysis

Autori

• Helmut Lütkepohl

Parametri

• 785 pagine
• 28 ore di lettura

• Economia
• Economia e affari
• Libri di testo

Maggiori informazioni sul libro

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.

Lingua: Inglese

Pubblicato: 2006

(In brossura)