Introduction to Multiple Time Series Analysis - Tapa blanda

Lutkepohl, Helmut

 
9783540531944: Introduction to Multiple Time Series Analysis
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ISBN 10: 3540531947 ISBN 13: 9783540531944
Editorial: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1991

Sinopsis

This graduate-level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts as well as innovation accounting are presented as tools for structural analysis within the multiple time series context.

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Reseña del editor

This graduate-level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts as well as innovation accounting are presented as tools for structural analysis within the multiple time series context.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Año de publicación
1991
Idioma
Inglés
ISBN 10 
3540531947
ISBN 13 
9783540531944
Encuadernación
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Número de páginas
567
Contacto del fabricante
no disponible
Persona responsable
CMN Printpool Inh. Mathis Neumann
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Hamburg
Alemania

Otras ediciones populares con el mismo título

9780387531946: Introduction to Multiple Time Series Analysis [Paperback] by

Edición Destacada

ISBN 10:  0387531947 ISBN 13:  9780387531946
Editorial: FisicalBook, 1991
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