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From the reviews: "The monograph is a substantial revision of the authora (TM)s previous successful book, Introduction to multiple time series analysis a ] . As the previous book, the present one is meant to be an introductory exposition a ] and it has been prepared with economic and business students in mind a ] ." (TomAA Cipra, Zentralblatt MATH, Vol. 1072, 2005) "The book is oriented towards econometric applications; the text was prepared with economics and business students in mind, and examples and exercises are chosen accordingly. The text presents a collection of many of the topics currently treated in the literature. a ] this new version of a previous book by the author represents a timely addition to the time series and econometric literature. a ] The selection of topics responds to current trends in the literature." (RaAl Pedro Mentz, Mathematical Reviews, Issue 2006 f) "Its primary aim is to provide graduate students and researchers in macroeconomics with an up-to-date treatise on the theory that underlies modern time-series econometrics a ] . On the whole, the book is well planned and well written a ] I think that it will be used more as a reference volume for scholars and researchers a ] . I anticipate that many teachers will ask their students to consult this text regularly a ] ." (Heather M. Anderson, Economic Record, March, 2007) From the reviews: "The monograph is a substantial revision of the author??'s previous successful book, Introduction to multiple time series analysis ??? . As the previous book, the present one is meant to be an introductory exposition ??? and it has been prepared with economic and business students in mind ??? ." (Tom???? Cipra, Zentralblatt MATH, Vol. 1072, 2005) "The book is oriented towards econometric applications; the text was prepared with economics and business students in mind, and examples and exercises are chosen accordingly. The text presents a collection of many of the topics currently treated in the literature. ??? this new version of a previous book by the author represents a timely addition to the time series and econometric literature. ??? The selection of topics responds to current trends in the literature." (Ra??l Pedro Mentz, Mathematical Reviews, Issue 2006 f) "Its primary aim is to provide graduate students and researchers in macroeconomics with an up-to-date treatise on the theory that underlies modern time-series econometrics ??? . On the whole, the book is well planned and well written ??? I think that it will be used more as a reference volume for scholars and researchers ??? . I anticipate that many teachers will ask their students to consult this text regularly ??? ." (Heather M. Anderson, Economic Record, March, 2007)
Reseña del editor
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, estimation, model checking, and for using the models for economic analysis and forecasting. The book now includes new chapters on cointegration analysis, structural vector autoregressions, cointegrated VARMA processes and multivariate ARCH models. The book bridges the gap to the difficult technical literature on the topic. It is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it.
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- EditorialSpringer
- Año de publicación2007
- ISBN 10 3540401725
- ISBN 13 9783540401728
- EncuadernaciónTapa dura
- IdiomaInglés
- Número de páginas788
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New introduction to multiple time series analysis
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ISBN 10: 3540401725
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New Introduction to Multiple Time Series Analysis.
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New Introduction to Multiple Time Series Analysis
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New Introduction to Multiple Time Series Analysis
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New Introduction to Multiple Time Series Analysis
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 Ana. Nº de ref. del artículo: 4888615
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New Introduction to Multiple Time Series Analysis
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New Introduction to Multiple Time Series Analysis
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Buch. Condición: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic. 788 pp. Englisch. Nº de ref. del artículo: 9783540401728
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New Introduction to Multiple Time Series Analysis
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Springer Berlin Heidelberg, 2005
ISBN 10: 3540401725
ISBN 13: 9783540401728
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Buch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - This reference work and graduate level textbook considers a wide range of models and methods for analyzing and forecasting multiple time series. The models covered include vector autoregressive, cointegrated,vector autoregressive moving average, multivariate ARCH and periodic processes as well as dynamic simultaneous equations and state space models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection and model specification are treated and a wide range of tests and criteria for model checking are introduced. Causality analysis, impulse response analysis and innovation accounting are presented as tools for structural analysis. The book is accessible to graduate students in business and economics. In addition, multiple time series courses in other fields such as statistics and engineering may be based on it. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their tasks. It bridges the gap to the difficult technical literature on the topic. Nº de ref. del artículo: 9783540401728
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