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Introduction to Multiple Time Series Analysis
Introduction to Multiple Time Series Analysis
Author: Helmut Lutkepohl
This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models. Least ...  more »
ISBN-13: 9780387569406
ISBN-10: 0387569405
Pages: 545
Edition: 2 Sub
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Publisher: Springer-Verlag Telos
Book Type: Paperback
Members Wishing: 0
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