
EAN: 9783540262398

Bilder-Quelle: discount24.de - Sport-Freizeit
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.
Produktinformationen zuletzt aktualisiert am
19.03.2025 um 05:30 Uhr
19.03.2025 um 05:30 Uhr
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9783540262398
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