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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Est. Packaging Dimensions: Length: 9.3" Width: 6.4" Height: 2" Weight: 2.65 lbs.
Release Date Aug 8, 2005
ISBN 3540401725 ISBN13 9783540401728
Availability 118 units. Availability accurate as of Jan 18, 2017 01:09.
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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.