New Introduction to Multiple Time Series Analysis (Hardcover) ~ ... Cover Art

New Introduction to Multiple Time Series Analysis (Hardcover)

By: Helmut Lutkepohl (Author)


List Price: $199.00
Current Price: $159.20
You Save: $39.80 (20%)
Download eBook

Search Inside

Also Available in: [Paperback]

Also available from:

Provider Name Price From Condition Buy
1   Alibris $129.50 New Buy
2   Biblio $131.54 New Buy
3   Printsasia $141.99 New Buy
 
4   Biblio $139.00 Used Buy

Ebook Download

  • Other editions available from:

Product Description



Run a Quick Search on "New Introduction to Multiple Time Series Analysis" by Helmut Lutkepohl to Browse Related Products:

Browse more products related to "New Introduction to Multiple Time Series Analysis"

Browse more products related to "Helmut Lutkepohl"


Short Desription

This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated, vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis.

The book 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. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic.



Customer Reviews for "New Introduction to Multiple Time Series Analysis (Hardcover)" by Helmut Lutkepohl (Author)

There are no customer reviews yet. Be the first to write a review!

Submit your Review




Explore More Great Tower Sales & Specials



Tower.com Sales, Promotions & Special Features

Tower.com Sales & Boutiques

  • Tower Essentials Sale
    Visit the Essentials Sale for a wide selection and huge savings on your favorite music, DVD, Blu-ray and Books.
  • Great Gift Ideas
    Tower has Great Gift Ideas and Huge Savings on Your Favorite Music, CDs, DVDs, Books and More at Prices that Make Giving A Breeze!

Interact with Tower.com