New Introduction to Multiple Time Series Analysis
Helmut Lutkepohl
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2006
185,25 €On orderDelivery: 2-3 weeks
This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced.
- ISBN-13
- 9783540262398
- ISBN-10
- 3540262393
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2006
- Publication date
- 2006-02-10
- Pages
- 764
- Dimensions
- 234x159x42
- Weight
- 1172