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New Introduction to Multiple Time Series Analysis (repost)

Posted By: libr
New Introduction to Multiple Time Series Analysis (repost)

New Introduction to Multiple Time Series Analysis by Helmut Lütkepohl
English | 2005-08-08 | ISBN: 3540401725 | 764 pages | PDF | 13,4 MB

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.