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Table of contents (13 chapters)
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Front Matter
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Introduction
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Finite Order Vector Autoregressive Processes
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Front Matter
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Infinite Order Vector Autoregressive Processes
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Front Matter
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Systems with Exogenous Variables and Nonstationary Processes
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Front Matter
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Back Matter
Authors and Affiliations
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Institute of Statistics and Econometrics, University of Kiel, Kiel, Germany
Helmut Lütkepohl
Bibliographic Information
Book Title: Introduction to Multiple Time Series Analysis
Authors: Helmut Lütkepohl
DOI: https://doi.org/10.1007/978-3-662-02691-5
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 1991
eBook ISBN: 978-3-662-02691-5Published: 17 April 2013
Edition Number: 1
Number of Pages: XXI, 546
Number of Illustrations: 2 b/w illustrations
Topics: Economic Theory/Quantitative Economics/Mathematical Methods, Statistics, general, Mathematical and Computational Engineering