Stock image for illustration purposes only - book cover, edition or condition may vary.
Introduction to Multiple Time Series Analysis
Helmut Lütkepohl
€ 71.87
FREE Delivery in Ireland
Description for Introduction to Multiple Time Series Analysis
Paperback. Deals with analyzing and forecasting multiple time series. This textbook discusses models such as vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models, and methods like estimation, specification, and checking the adequacy of these models. Num Pages: 545 pages, biography. BIC Classification: KCA; KCH. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 244 x 170 x 29. Weight in Grams: 940.
This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts is considered and impulse response analysis, dynamic ... Read more
This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood, and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts is considered and impulse response analysis, dynamic ... Read more
Product Details
Format
Paperback
Publication date
1993
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG Germany
Number of pages
545
Condition
New
Number of Pages
545
Place of Publication
Berlin, Germany
ISBN
9783540569404
SKU
V9783540569404
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
Reviews for Introduction to Multiple Time Series Analysis