[PDF] New Introduction to Multiple Time Series Analysis By Helmut Lutkepohl Free Download


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New Introduction to Multiple Time Series Analysis By Helmut Lutkepohl

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Description of a Book

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.

About Author

1. Helmut Lutkepohl

Book Details

New Introduction to Multiple Time Series Analysis written by Helmut Lutkepohl detailed in the below table…

Name of the Book New Introduction to Multiple Time Series Analysis
Name of the Author(s) Helmut Lutkepohl
Department Mathematics
Publication Springer
Language English
Book Format PDF

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