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New Introduction To Multiple Time Series Analysis 3rd Edition Helmut Ltkepohl

  • SKU: BELL-47165998
New Introduction To Multiple Time Series Analysis 3rd Edition Helmut Ltkepohl
$ 31.00 $ 45.00 (-31%)

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New Introduction To Multiple Time Series Analysis 3rd Edition Helmut Ltkepohl instant download after payment.

Publisher: Springer, Springer Science+Business Media
File Extension: PDF
File size: 13.25 MB
Pages: 765
Author: Helmut Lütkepohl
ISBN: 9783540401728, 3540401725
Language: English
Year: 2005
Edition: 3

Product desciption

New Introduction To Multiple Time Series Analysis 3rd Edition Helmut Ltkepohl by Helmut Lütkepohl 9783540401728, 3540401725 instant download after payment.

Main subject categories: • Time series analysis • Econometrics • Dynamical systems and ergodic theory • Inference from stochastic processes • Statistics • Game theory, economics, finance, and other social and behavioral sciences

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.

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