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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
| Medios de comunicación | Libros Paperback Book (Libro con tapa blanda y lomo encolado) |
| Publicado | 10 de febrero de 2006 |
| ISBN13 | 9783540262398 |
| Editores | Springer-Verlag Berlin and Heidelberg Gm |
| Páginas | 764 |
| Dimensiones | 159 × 234 × 42 mm · 1,17 kg |
| Lengua | Francés |
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