New Introduction to Multiple Time Series Analysis

Helmut Lütkepohl

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Language: English

Published by Springer, 2005

3540401725 / 9783540401728

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Seller: AHA-BUCH GmbH, Einbeck, GermanyAHA-BUCH GmbH

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Druck auf Anfrage Neuware - Printed after ordering - This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The 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 it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic.…

Seller Inventory # 9783540401728

Title
New Introduction to Multiple Time Series Analysis
Author
Helmut Lütkepohl
Publisher
Springer
Publication year
2005
Condition
Neu
Binding
Buch
Language
English
ISBN 10
3540401725
ISBN 13
9783540401728
Edition
3rd Edition
Item weight
1,281 grams
Dimensions
241x160x48 mm

AHA-BUCH GmbH

Einbeck, Germany

5-star seller

AbeBooks seller since August 14, 2006

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