New Introduction to Multiple Time Series Analysis

Autori

• Helmut Lütkepohl

Parametri

• 764 pagine
• 27 ore di lettura

• Economia
• Economia e affari
• Libri di testo

Maggiori informazioni sul libro

This revised edition of Lütkepohl's classic work offers a comprehensive introduction to analyzing multiple time series, covering model specification, estimation, and forecasting. It includes various models and methods, making it suitable for graduate students in business, economics, and related fields, as well as applied researchers.

Lingua: Inglese

Pubblicato: 2005

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