New Introduction to Multiple Time Series Analysis

1st ed. 2006. Corr. 2nd printing 2007

by Helmut Lutkepohl

Book Details

Format Paperback / Softback

ISBN-10 3540262393

ISBN-13 9783540262398

Edition 1st ed. 2006. Corr. 2nd printing 2007

Publisher Springer-Verlag Berlin and Heidelberg GmbH & Co. KG

Imprint Springer-Verlag Berlin and Heidelberg GmbH & Co. K

Country of Manufacture DE

Country of Publication GB

Publication Date Feb 10th, 2006

Print length 764 Pages

Weight 1,172 grams

Dimensions 23.40 x 15.90 x 4.20 cms

Product Classification: Finance & accounting Business & management

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Ksh 24,500.00

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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.

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.

Get New Introduction to Multiple Time Series Analysis by at the best price and quality guaranteed only at Werezi Africa's largest book ecommerce store. The book was published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG and it has pages.