Introduction to Multiple Time Series Analysis

Lu?tkepohl, Helmut

ISBN 10: 3540531947 ISBN 13: 9783540531944

Editorial: Springer-Verlag, 1991

Idioma: Ingl�s

Condici�n: Nuevo Encuadernaci�n de tapa blanda

Guardar para m�s tarde

Vendido por Majestic Books, Hounslow, Reino Unido

Vendedor de AbeBooks desde 19 de enero de 2007

Calificaci�n del vendedor: 5 de 5 estrellas

Ver los art�culos de este vendedor

Ver todos los ejemplares de este libro

Nuevos - Encuadernaci�n de tapa blanda

Condici�n: Nuevo

Precio: EUR 54,27 Convertir moneda

EUR 10,12 gastos de env�o desde Reino Unido a Espa�a Destinos, gastos y plazos de env�o

Cantidad disponible: 1 disponibles

A�adir al carrito

Guardar para m�s tarde

Descripci�n

pp. 545.

N� de ref. del art�culo 354704208

Contactar al vendedor

Denunciar este art�culo

Detalles bibliogr�ficos

T�tulo: Introduction to Multiple Time Series Analysis
Editor: Springer-Verlag
Fecha de publicaci�n: 1991
Idioma: Ingl�s
ISBN 10: 3540531947
ISBN 13: 9783540531944
Encuadernaci�n: Encuadernaci�n de tapa blanda
Estado: New

Acerca de

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.

Rese�a 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 t�tulo" puede pertenecer a otra edici�n de este libro.

Descripci�n de la librer�a

We specialise in General Interest Books from South Asian countries.

Ver la p�gina web de la librer�a

Informaci�n empresarial del vendedor

BOOKS AND PERIODICALS AGENCY LTD
90 Barnet Gate Lane, Barnet, EN5 2AX, United Kingdom

Condiciones de venta y env�o

Condiciones de venta

Returns accepted if you are not satisfied with the Service or Book.

Condiciones de env�o

Best packaging and fast delivery

M�todos de pago

A�adir una petici�n