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2005, ISBN: 9783540277521
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ISBN: 9783540277521
This is the new and totally revised edition of Lütkepohl's classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification,… Mehr…
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New Introduction to Multiple Time Series Analysis - neues Buch
ISBN: 9783540277521
This is the new and totally revised edition of Lutkepohl's classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification,… Mehr…
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2005, ISBN: 9783540277521
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New Introduction to Multiple Time Series Analysis - neues Buch
2005, ISBN: 9783540277521
This is the new and totally revised edition of Lütkepohl's classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification,… Mehr…
Lütkepohl, Helmut:
New Introduction to Multiple Time Series Analysis (eBook, PDF) - neues BuchISBN: 9783540277521
This is the new and totally revised edition of Lütkepohl's classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification,… Mehr…
New Introduction to Multiple Time Series Analysis - neues Buch
ISBN: 9783540277521
This is the new and totally revised edition of Lutkepohl's classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple time series, model specification,… Mehr…
2005, ISBN: 9783540277521
*New Introduction to Multiple Time Series Analysis* - Auflage 2005 / pdf eBook für 128.49 € / Aus dem Bereich: eBooks, Fachthemen & Wissenschaft, Mathematik Medien > Bücher, Springer-Verl… Mehr…
2005, ISBN: 9783540277521
New Introduction to Multiple Time Series Analysis - Auflage 2005: ab 128.49 € eBooks > Fachthemen & Wissenschaft > Mathematik, Springer-Verlag GmbH
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Detailangaben zum Buch - New Introduction to Multiple Time Series Analysis
EAN (ISBN-13): 9783540277521
Erscheinungsjahr: 2005
Herausgeber: Springer-Verlag GmbH
Buch in der Datenbank seit 2016-12-10T15:16:22+01:00 (Berlin)
Detailseite zuletzt geändert am 2024-05-29T13:52:07+02:00 (Berlin)
ISBN/EAN: 9783540277521
ISBN - alternative Schreibweisen:
978-3-540-27752-1
Alternative Schreibweisen und verwandte Suchbegriffe:
Autor des Buches: lütkepohl, wightman
Titel des Buches: time series analysis
Daten vom Verlag:
Autor/in: Helmut Lütkepohl
Titel: New Introduction to Multiple Time Series Analysis
Verlag: Springer; Springer Berlin
764 Seiten
Erscheinungsjahr: 2005-12-06
Berlin; Heidelberg; DE
Sprache: Englisch
128,39 € (DE)
132,00 € (AT)
153,50 CHF (CH)
Available
XXI, 764 p.
EA; E107; eBook; Nonbooks, PBS / Wirtschaft/Volkswirtschaft; Ökonometrie und Wirtschaftsstatistik; Verstehen; Mathematik; Analysis; Dynamic Econometric Modeling; Forecasting; Multiple Time Series; Multiple Time Series Analysis; Regression; Time Series Analysis; model; simulation; statistics; B; Econometrics; Statistics in Business, Management, Economics, Finance, Insurance; Mathematical and Computational Engineering Applications; Economics and Finance; Wahrscheinlichkeitsrechnung und Statistik; Wirtschaftswissenschaft, Finanzen, Betriebswirtschaft und Management; Mathematik für Ingenieure; BC
Finite Order Vector Autoregressive Processes.- Stable Vector Autoregressive Processes.- Estimation of Vector Autoregressive Processes.- VAR Order Selection and Checking the Model Adequacy.- VAR Processes with Parameter Constraints.- Cointegrated Processes.- Vector Error Correction Models.- Estimation of Vector Error Correction Models.- Specification of VECMs.- Structural and Conditional Models.- Structural VARs and VECMs.- Systems of Dynamic Simultaneous Equations.- Infinite Order Vector Autoregressive Processes.- Vector Autoregressive Moving Average Processes.- Estimation of VARMA Models.- Specification and Checking the Adequacy of VARMA Models.- Cointegrated VARMA Processes.- Fitting Finite Order VAR Models to Infinite Order Processes.- Time Series Topics.- Multivariate ARCH and GARCH Models.- Periodic VAR Processes and Intervention Models.- State Space Models.Profound introduction to the main steps of analyzing multiple time series, model specification, estimation, model checking, and for using the models for economic analysis and forecasting Based on the successful Introduction to Multiple Time Series Analysis by Helmut Lütkepohl, published in 1991/1993 Totally revised and with new chapters on cointegration analysis, structural vector autoregressions, cointegrated VARMA processes and multivariate ARCH models Includes supplementary material: sn.pub/extras;
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