Introduction to Multiple Time Series Analysis - Helmut Lutkepohl - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540569404 - August 13, 1993
In case cover and title do not match, the title is correct

Introduction to Multiple Time Series Analysis 2nd ed. 1993 edition

Price
HK$ 436
excl. VAT

Ordered from remote warehouse

Expected to be ready for shipping Jun 30 - Jul 6
Add to your iMusic wish list

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.


545 pages, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released August 13, 1993
ISBN13 9783540569404
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 545
Dimensions 170 × 244 × 29 mm   ·   893 g
Language English   French  

More by Helmut Lutkepohl

Show all

Mere med samme udgiver