Introduction to Multiple Time Series Analysis

by Helmut Lütkepohl

Book Overview

This graduate level textbook deals with analyzing and forecasting multiple time series. The models discussed include vector autoregressive, vector autoregressive moving average, cointegrated, and... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0387531947
• ISBN13: 9780387531946
• Release Date: September 1991
• Publisher: Springer
• Length: 545 Pages