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New Introduction to Multiple Time Series Analysis Helmut Lutkepohl 1st ed. 2006. Corr. 2nd printing 2007 edition
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New Introduction to Multiple Time Series Analysis
Helmut Lutkepohl
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 | Bøker Pocketbok (Bok med mykt omslag og limt rygg) |
| Utgitt | 10. februar 2006 |
| ISBN13 | 9783540262398 |
| Utgivere | Springer-Verlag Berlin and Heidelberg Gm |
| Antall sider | 764 |
| Mål | 159 × 234 × 42 mm · 1,17 kg |
| Språk | Fransk |
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