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New Introduction to Multiple Time Series Analysis

3.93  ·  Rating details ·  15 ratings  ·  0 reviews
When I worked on my Introduction to Multiple Time Series Analysis (Lutk ] ]- pohl (1991)), a suitable textbook for this ?eld was not available. Given the great importance these methods have gained in applied econometric work, it is perhaps not surprising in retrospect that the book was quite successful. Now, almost one and a half decades later the ?eld has undergone substa ...more
Hardcover, 764 pages
Published July 30th 2007 by Springer (first published August 8th 2005)
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