Introduction to Multiple Time Series Analysis
Language: English
Published by Springer, 1993
- Softcover
- New
Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH
AbeBooks seller since August 14, 2006
Condition: New
£ 57.67
Quantity: 1 available
Add to basketItem description from seller
Druck auf Anfrage Neuware - Printed after ordering - 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 squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts is considered and impulse response analysis, dynamic multipliers as well as innovation accounting are presented as tools for structural analysis within the multiple time series context. This book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on this book. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their task. It enables the reader to perform his or her analyses in a gap to the difficult technical literature on the topic.…
Seller Inventory # 9783540569404
- Title
- Introduction to Multiple Time Series Analysis
- Author
- Helmut Lütkepohl
- Publisher
- Springer
- Publication year
- 1993
- Condition
- Neu
- Binding
- Taschenbuch
- Language
- English
- ISBN 10
- 3540569405
- ISBN 13
- 9783540569404
- Edition
- 2nd Edition
- Item weight
- 959 grams
- Dimensions
- 242x170x31 mm
"Synopsis" may belong to another edition of this title.
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|---|---|---|
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