Introduction To Multiple Time Series Analysis

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Introduction to Multiple Time Series Analysis

Introduction to Multiple Time Series Analysis
Author :
Publisher : Springer Science & Business Media
Total Pages : 556
Release :
ISBN-10 : 9783662026915
ISBN-13 : 3662026910
Rating : 4/5 (910 Downloads)

Book Synopsis Introduction to Multiple Time Series Analysis by : Helmut Lütkepohl

Download or read book Introduction to Multiple Time Series Analysis written by Helmut Lütkepohl and published by Springer Science & Business Media. This book was released on 2013-04-17 with total page 556 pages. Available in PDF, EPUB and Kindle. Book excerpt:


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Introduction to Multiple Time Series Analysis
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This is the new and totally revised edition of Lütkepohl’s classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple tim
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Many analyses of time series data involve multiple, related variables. Modeling Multiple Time Series presents many specification choices and special challenges.