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Synopsis
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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- PublisherSpringer-Verlag
- Publication date1991
- ISBN 10 3540531947
- ISBN 13 9783540531944
- BindingPaperback
- LanguageEnglish
- Number of pages545
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Introduction to multiple time series analysis.
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Ehem. Bibliotheksexemplar mit Signatur und Stempel. GUTER Zustand, ein paar Gebrauchsspuren. Ex-library with stamp and library-signature. GOOD conditon, some traces of use. Sf 166 3540531947 Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 2088173
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Introduction to Multiple Time Series Analysis
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Springer-Verlag Berlin And Heidelberg Gmbh & Co. K, 1991
ISBN 10: 3540531947
ISBN 13: 9783540531944
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Hardcover
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Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In fair condition, suitable as a study copy. No dust jacket. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1100grams, ISBN:3540531947. Seller Inventory # 9414081
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Introduction to Multiple Time Series Analysis
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Broschiert. Condition: Gut. 546 Seiten Das hier angebotene Buch stammt aus einer teilaufgelösten Bibliothek und kann die entsprechenden Kennzeichnungen aufweisen (Rückenschild, Instituts-Stempel.); der Buchzustand ist ansonsten ordentlich und dem Alter entsprechend gut. In ENGLISCHER Sprache. Sprache: Englisch Gewicht in Gramm: 940. Seller Inventory # 1431641
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Introduction to Multiple Time Series Analysis
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Condition: Fair. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. Clean from markings. In fair condition, suitable as a study copy. No dust jacket. Re-bound by library. Foxing on page edges. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,1150grams, ISBN:3540531947. Seller Inventory # 7060859
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Introduction to Multiple Time Series Analysis
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Taschenbuch. Condition: Gut. 546 Seiten nice book ex Library Sprache: Englisch Gewicht in Gramm: 550. Seller Inventory # 343826
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Introduction to Multiple Time Series Analysis
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Condition: Gut. 546 Seiten ex Library Book / aus einer wissenschafltichen Bibliothek / Sprache: Englisch Gewicht in Gramm: 969 24,1 x 16,5 x 4,1 cm, Taschenbuch. Seller Inventory # 374977
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Introduction to Multiple Time Series Analysis
Seller: NEPO UG, Rüsselsheim am Main, Germany
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Condition: Gut. 546 Seiten Exemplar aus einer wissenchaftlichen Bibliothek Sprache: Englisch Gewicht in Gramm: 969 24,1 x 16,5 x 4,1 cm, Taschenbuch. Seller Inventory # 382548
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Introduction to Multiple Time Series Analysis
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Introduction to Multiple Time Series Analysis
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Introduction to multiple time series analysis.
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Berlin ; Heidelberg ; New York ; London ; Paris ; Tokyo ; Hong Kong ; Barcelona ; Budapest : Springer,, 1991
ISBN 10: 3540531947
ISBN 13: 9783540531944
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OKarton, Broschiert
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OKarton, Broschiert. XXI, 545 S. : graph. Darst. ; 24 cm Sehr gutes, ungelesenes Exemplar. Sprache: Englisch Gewicht in Gramm: 765. Seller Inventory # 67408
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