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New Introduction to Multiple Time Series Analysis [Hardcover]

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Retail Value $ 199.00  
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Item Number 231171  
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Item description for New Introduction to Multiple Time Series Analysis by Helmut Lütkepohl...

This reference work and graduate-level textbook deals with analyzing and forecasting multiple time series, considering a wide range of models and methods. It is based on the author's successful Introduction to Multiple Time Series Analysis, updated to include the state of the art and latest developments in the field. The book enables readers to perform their analyses in a competent and up-to-date manner, bridging the gap to the difficult technical literature on the topic.

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Item Specifications...

Pages   764
Est. Packaging Dimensions:   Length: 9.3" Width: 6.4" Height: 2"
Weight:   2.65 lbs.
Binding  Hardcover
Release Date   Aug 8, 2005
Publisher   Springer
ISBN  3540401725  
ISBN13  9783540401728  

Availability  118 units.
Availability accurate as of May 27, 2017 12:23.
Usually ships within one to two business days from La Vergne, TN.
Orders shipping to an address other than a confirmed Credit Card / Paypal Billing address may incur and additional processing delay.

More About Helmut Lütkepohl

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Product Categories

1Books > Special Features > New & Used Textbooks > Business & Finance > Economics
2Books > Special Features > New & Used Textbooks > Sciences > Mathematics
3Books > Subjects > Business & Investing > Economics > Econometrics
4Books > Subjects > Business & Investing > Economics > General
5Books > Subjects > Business & Investing > Economics > Statistics
6Books > Subjects > Business & Investing > General
7Books > Subjects > Professional & Technical > Professional Science > Mathematics > Applied > General
8Books > Subjects > Science > Mathematics > Applied > General

Reviews - What do customers think about New Introduction to Multiple Time Series Analysis?

standard reference on VARS  Jan 12, 2008
If you are looking for a book on VARs and cointegration, this is it.
Very clearly written, and with numerical applications of every new concept (so that you can check the accuracy of your codes ...)
Its a significantly improved version of the last edition.
Highly recommended.

Welcomed Surprise  Oct 12, 2007
This book provides a fairly elementary view of the vast subject of time series analysis. It easy to read and the author provides lots of basic calculations. Typically, such books stay away from the cutting edge topics but not this one. It is quite complete. I highly recommend it to anyone that knows a few basic things about time series and wants to take it much further.

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