ENGLISH

New Introduction to Multiple Time Series Analysis

By Helmut Lütkepohl

Book information

Publisher
Springer, New York :
Year
2005
ISBN
3540401725, 9783540401728, 9783540277521
LCC
QA280 .L874 2005
Open Library ID
OL3480581M
Language
english
Format
PDF
Filesize
4 MB (3842088 bytes)
Pages
765\765
Library
Kolxo3
Time added
2010-02-18 13:16:04

Description

This reference work and graduate-level textbook deals with analyzing and forecasting multiple time series, considering a wide range of models and methods. It is based on the author’s successful Introduction to Multiple Time Series Analysis, updated to include the state of the art and latest developments in the field. The book enables readers to perform their analyses in a competent and up-to-date manner, bridging the gap to the difficult technical literature on the topic.

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