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New Introduction To Multiple Time Series Analysis

by Helmut Lutkepohl
language: english
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG, February of 2006 ‧
183,86€
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This 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.

New Introduction To Multiple Time Series Analysis

by Helmut Lutkepohl

Property Description
ISBN: 9783540262398
Publisher: SPRINGER-VERLAG BERLIN AND HEIDELBERG GMBH & CO. KG
Release Date: February of 2006
Language: English
Dimensions: 155 x 232 x 40 mm
Cover: Softcover
Pages: 764
Format: Book
Categories: Books in English > Economics, Finance and Accounting > Finances
EAN: 9783540262398