Introduction to Multiple Time Series Analysis

by Helmut Lütkepohl

Book Overview

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,... 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