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This graduate-level textbook offers a comprehensive exploration of models and methods for analyzing and forecasting multiple time series, including vector autoregressive and multivariate ARCH models. It covers estimation techniques, model selection, and structural analysis tools, making it suitable for students and applied researchers in various fields.
Nákup knihy
New Introduction to Multiple Time Series Analysis, Helmut Lütkepohl
- Jazyk
- Rok vydání
- 2006
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Navrhnout úpravu
- Titul
- New Introduction to Multiple Time Series Analysis
- Jazyk
- anglicky
- Autoři
- Helmut Lütkepohl
- Rok vydání
- 2006
- Vazba
- měkká
- ISBN13
- 9783540262398
- Kategorie
- Učebnice, Matematika, Příroda všeobecně
- Anotace
- This graduate-level textbook offers a comprehensive exploration of models and methods for analyzing and forecasting multiple time series, including vector autoregressive and multivariate ARCH models. It covers estimation techniques, model selection, and structural analysis tools, making it suitable for students and applied researchers in various fields.