New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut
Verkauft von BooksRun, Philadelphia, PA, USA
AbeBooks-Verkäufer seit 2. Februar 2016
Gebraucht - Softcover
Zustand: Good
Anzahl: 1 verfügbar
In den Warenkorb legenVerkauft von BooksRun, Philadelphia, PA, USA
AbeBooks-Verkäufer seit 2. Februar 2016
Zustand: Good
Anzahl: 1 verfügbar
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Bestandsnummer des Verkäufers 3540262393-11-1
This is the new and totally revised edition of Lütkepohl's classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting. The book now includes new chapters on cointegration analysis, structural vector autoregressions, cointegrated VARMA processes and multivariate ARCH models. The book bridges the gap to the difficult technical literature on the topic. It 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.
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