New Introduction to Multiple Time Series Analysis
Helmut Lutkepohl
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 2005
255,25 €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
- 9783540401728
- ISBN-10
- 3540401725
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
- Year
- 2005
- Publication date
- 2005-07-05
- Pages
- 764
- Dimensions
- 242x165x49
- Weight
- 1310