Analysis of integrated and cointegrated time series with r
Auteur :
Pfaff, Bernhard
Éditeur :
Springer-Verlag New York Inc.
ISBN :
9780387759661
Date de publication :
11 août 2008
Dimensions :
23,5 x 15,5 cm
Langue :
Anglais
Pays d'origine :
USA
The book is enriched by numerous programming examples to artificial and real data so that it is ideally suited as an accompanying text book to computer lab classes.The second edition adds a discussion of vector auto-regressive, structural vector auto-regressive, and structural vector error-correction models.