New Introduction to Multiple Time Series Analysis
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 dy...
Clasificación: | Libro Electrónico |
---|---|
Autor principal: | Lütkepohl, Helmut (Autor) |
Autor Corporativo: | SpringerLink (Online service) |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2005.
|
Edición: | 1st ed. 2005. |
Temas: | |
Acceso en línea: | Texto Completo |
Ejemplares similares
-
Introduction to Modern Time Series Analysis
por: Kirchgässner, Gebhard, et al.
Publicado: (2007) -
Dynamic Model Analysis Advanced Matrix Methods and Unit-Root Econometrics Representation Theorems /
por: Faliva, Mario, et al.
Publicado: (2009) -
The Practice of Econometric Theory An Examination of the Characteristics of Econometric Computation /
por: Renfro, Charles G.
Publicado: (2009) -
Complex and Chaotic Nonlinear Dynamics Advances in Economics and Finance, Mathematics and Statistics /
por: Vialar, Thierry
Publicado: (2009) -
Mathematical and Statistical Methods for Insurance and Finance
Publicado: (2008)