New introduction to multiple time series analysis
Auteur :
Lütkepohl, Helmut
Éditeur :
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
ISBN :
9783540262398
Date de publication :
10 févr. 2006
Dimensions :
21,0 x 15,0 x 2,5 cm
Poids :
2400 g
Format :
Trade paperback (US)
Langue :
Anglais
Pays d'origine :
Grande Bretagne
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.