New Introduction to Multiple Time Series Analysis (Paperback)
Language: English
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin, 2006
- First Edition
- Softcover
- New
Seller: AussieBookSeller, Truganina, VIC, AustraliaAussieBookSeller
AbeBooks seller since June 22, 2007
Condition: New
£ 215.78
Quantity: 1 available
Add to basketItem description from seller
Paperback. 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. 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. Shipping may be from our Sydney, NSW warehouse or from our UK or US warehouse, depending on stock availability.…
Seller Inventory # 9783540262398
- Title
- New Introduction to Multiple Time Series Analysis (Paperback)
- Author
- Helmut Luetkepohl
- Publisher
- Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, Berlin
- Publication year
- 2006
- Condition
- new
- Binding
- Paperback
- Language
- English
- ISBN 10
- 3540262393
- ISBN 13
- 9783540262398
- Edition
- 1st Edition
"Synopsis" may belong to another edition of this title.
Review
From the reviews:
"The monograph is a substantial revision of the author??'s previous successful book, Introduction to multiple time series analysis ??? . As the previous book, the present one is meant to be an introductory exposition ??? and it has been prepared with economic and business students in mind ??? ." (Tom???? Cipra, Zentralblatt MATH, Vol. 1072, 2005)
"The book is oriented towards econometric applications; the text was prepared with economics and business students in mind, and examples and exercises are chosen accordingly. The text presents a collection of many of the topics currently treated in the literature. ??? this new version of a previous book by the author represents a timely addition to the time series and econometric literature. ??? The selection of topics responds to current trends in the literature." (Ra??l Pedro Mentz, Mathematical Reviews, Issue 2006 f)
"Its primary aim is to provide graduate students and researchers in macroeconomics with an up-to-date treatise on the theory that underlies modern time-series econometrics ??? . On the whole, the book is well planned and well written ??? I think that it will be used more as a reference volume for scholars and researchers ??? . I anticipate that many teachers will ask their students to consult this text regularly ??? ." (Heather M. Anderson, Economic Record, March, 2007)
From the reviews:
"The monograph is a substantial revision of the authora (TM)s previous successful book, Introduction to multiple time series analysis a ] . As the previous book, the present one is meant to be an introductory exposition a ] and it has been prepared with economic and business students in mind a ] ." (TomAA Cipra, Zentralblatt MATH, Vol. 1072, 2005)
"The book is oriented towards econometric applications; the text was prepared with economics and business students in mind, and examples and exercises are chosen accordingly. The text presents a collection of many of the topics currently treated in the literature. a ] this new version of a previous book by the author represents a timely addition to the time series and econometric literature. a ] The selection of topics responds to current trends in the literature." (RaAl Pedro Mentz, Mathematical Reviews, Issue 2006 f)
"Its primary aim is to provide graduate students and researchers in macroeconomics with an up-to-date treatise on the theory that underlies modern time-series econometrics a ] . On the whole, the book is well planned and well written a ] I think that it will be used more as a reference volume for scholars and researchers a ] . I anticipate that many teachers will ask their students to consult this text regularly a ] ." (Heather M. Anderson, Economic Record, March, 2007)
"About the title" may belong to another edition of this title.
AussieBookSeller
Truganina, VIC, Australia
AbeBooks seller since June 22, 2007
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| Item | 25 to 45 business days | 8 to 14 business days |
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