Produkt
KlappentextThis 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.
ZusammenfassungThis 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.
Details
ISBN/GTIN978-3-540-26239-8
ProduktartBuch
EinbandartKartoniert, Paperback
Verlag
Erscheinungsjahr2006
Erscheinungsdatum10.02.2006
Auflage2005
Seiten764 Seiten
SpracheEnglisch
Gewicht1156 g
IllustrationenXXI, 764 p.
Artikel-Nr.10705659
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