New introduction to multiple time series analysis / [electronic resource]
Lutkepohl, Helmut
New introduction to multiple time series analysis / [electronic resource] Helmut Lütkepohl. - Berlin, Germany Springer, 2005 - 1 online resource : illustrations
Previous edition : Introduction to multiple time series analysis, 1993.
Includes bibliographical references (p. [713]-732) and indexes.
Finite Order Vector Autoregressive Processes -- Cointegrated Processes -- Structural and Conditional Models --Infinite Order Vector Autoregressive Processes -- Time Series Topics
3540401725 (E-book)
TIME-SERIES ANALYSIS
QA 280 / L84N 2005
New introduction to multiple time series analysis / [electronic resource] Helmut Lütkepohl. - Berlin, Germany Springer, 2005 - 1 online resource : illustrations
Previous edition : Introduction to multiple time series analysis, 1993.
Includes bibliographical references (p. [713]-732) and indexes.
Finite Order Vector Autoregressive Processes -- Cointegrated Processes -- Structural and Conditional Models --Infinite Order Vector Autoregressive Processes -- Time Series Topics
3540401725 (E-book)
TIME-SERIES ANALYSIS
QA 280 / L84N 2005