New Introduction to Multiple Time Series Analysis - Helmut Lutkepohl - Books - Springer-Verlag Berlin and Heidelberg Gm - 9783540262398 - February 10, 2006
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Helmut Lutkepohl
New Introduction to Multiple Time Series Analysis 1st ed. 2006. Corr. 2nd printing 2007 edition

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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.

785 pages, 36 black & white tables, biography

Media Books     Paperback Book   (Book with soft cover and glued back)
Released February 10, 2006
ISBN13 9783540262398
Publishers Springer-Verlag Berlin and Heidelberg Gm
Pages 764
Dimensions 159 × 234 × 42 mm   ·   1.17 kg
Language French  

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