Items related to Introduction to Multiple Time Series Analysis
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 is considered and impulse response analysis, dynamic multipliers as well as innovation accounting are presented as tools for structural analysis within the multiple time series context. This book 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 this book. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their task. It enables the reader to perform his or her analyses in a gap to the difficult technical literature on the topic.
"synopsis" may belong to another edition of this title.
- PublisherSpringer
- Publication date1993
- ISBN 10 3540569405
- ISBN 13 9783540569404
- BindingPerfect Paperback
- LanguageEnglish
- Edition number2
- Number of pages566
Search results for Introduction to Multiple Time Series Analysis
Seller Image
Introduction to Multiple Time Series Analysis.
Published by
Springer Verlag, Berlin, 1993
ISBN 10: 3540569405
ISBN 13: 9783540569404
Used
Softcover
Seller: Antiquariat Silvanus - Inhaber Johannes Schaefer, Ahrbrück, Germany
Seller rating 5 out of 5 stars
Second Edition,. XXI, 545 Pages with 34 Figures, 3540569405 Sprache: Englisch Gewicht in Gramm: 900 Groß 8°, Original-Karton (Softcover), sehr gutes und innen sauberes Exemplar, Seller Inventory # 80172
Quantity: 1 available
Stock Image
Introduction to Multiple Time Series Analysis
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # ABLIING23Mar3113020170920
Quantity: Over 20 available
Stock Image
Introduction to Multiple Time Series Analysis
Seller: California Books, Miami, FL, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. Seller Inventory # I-9783540569404
Quantity: Over 20 available
Stock Image
Introduction To Multiple Time Series Analysis
Seller: Romtrade Corp., STERLING HEIGHTS, MI, U.S.A.
Seller rating 5 out of 5 stars
Condition: New. This is a Brand-new US Edition. This Item may be shipped from US or any other country as we have multiple locations worldwide. Seller Inventory # ABNR-87345
Quantity: 1 available
Stock Image
Introduction To Multiple Time Series Analysis
Seller: Basi6 International, Irving, TX, U.S.A.
Seller rating 5 out of 5 stars
Condition: Brand New. New. US edition. Expediting shipping for all USA and Europe orders excluding PO Box. Excellent Customer Service. Seller Inventory # ABEJUNE24-267901
Quantity: 1 available
Seller Image
Introduction to Multiple Time Series Analysis.
Seller: Die Wortfreunde - Antiquariat Wirthwein Matthias Wirthwein, Mannheim, Germany
Seller rating 4 out of 5 stars
second edition. 545 Seiten Hinterer Deckel mit leichter Kratzspur, sonst sehr gut erhalten. Sprache: Englisch Gewicht in Gramm: 891 17,0 x 3,3 x 24,2 cm, OKarton, Broschiert. Seller Inventory # 66833
Quantity: 1 available
Stock Image
Introduction to Multiple Time Series Analysis
Seller: Ria Christie Collections, Uxbridge, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. In. Seller Inventory # ria9783540569404_new
Quantity: Over 20 available
Stock Image
Introduction to Multiple Time Series Analysis
Seller: Books Puddle, New York, NY, U.S.A.
Seller rating 4 out of 5 stars
Condition: New. pp. 568 2nd Edition. Seller Inventory # 26348772
Quantity: 1 available
Seller Image
Introduction to Multiple Time Series Analysis
Published by
Springer Berlin Heidelberg Aug 1993, 1993
ISBN 10: 3540569405
ISBN 13: 9783540569404
New
Taschenbuch
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Seller rating 5 out of 5 stars
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 is considered and impulse response analysis, dynamic multipliers as well as innovation accounting are presented as tools for structural analysis within the multiple time series context. This book 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 this book. Applied researchers involved in analyzing multiple time series may benefit from the book as it provides the background and tools for their task. It enables the reader to perform his or her analyses in a gap to the difficult technical literature on the topic. 568 pp. Englisch. Seller Inventory # 9783540569404
Quantity: 2 available
Stock Image
Introduction to Multiple Time Series Analysis
Seller: Majestic Books, Hounslow, United Kingdom
Seller rating 5 out of 5 stars
Condition: New. pp. 568 67:B&W 6.69 x 9.61 in or 244 x 170 mm (Pinched Crown) Perfect Bound on White w/Gloss Lam. Seller Inventory # 7531963
Quantity: 1 available