Introduction to Multiple Time Series Analysis
Lutkepohl, Helmut
ISBN 10: 3540569405 ISBN 13: 9783540569404
Published by Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, 1993
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Deals with analyzing and forecasting multiple time series. This textbook discusses models such as vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simultaneous equations models, and methods like estimation, specification, and checking the adequacy of these models. Num Pages: 545 pages, biography. BIC Classification: KCA; KCH. Category: (UP) Postgraduate, Research & Scholarly. Dimension: 244 x 170 x 29. Weight in Grams: 940. . 1993. 2nd ed. 1993. Paperback. . . . . Books ship from the US and Ireland. Seller Inventory # V9783540569404
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.
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Bibliographic Details
Title: Introduction to Multiple Time Series Analysis
Publisher: Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Publication Date: 1993
Binding: Soft cover
Condition: New
Edition: 2nd Edition
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Introduction to Multiple Time Series Analysis
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ISBN 10: 3540569405
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Introduction to Multiple Time Series Analysis.
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Introduction to Multiple Time Series Analysis
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ISBN 10: 3540569405
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Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. This graduate level textbook deals with analyzing and forecasting multiple time series. The models discussed include vector autoregressive, vector autoregressive moving average, cointegrated, and periodic processes as well as state space and dynamic simulta. Seller Inventory # 4894125
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Introduction to Multiple Time Series Analysis
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Introduction to Multiple Time Series Analysis
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ISBN 10: 3540569405
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Taschenbuch. Condition: Neu. 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.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 568 pp. Englisch. Seller Inventory # 9783540569404
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Introduction to Multiple Time Series Analysis
Published by
Springer Berlin Heidelberg, 1993
ISBN 10: 3540569405
ISBN 13: 9783540569404
New
Taschenbuch
Seller: AHA-BUCH GmbH, Einbeck, Germany
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Seller Inventory # 9783540569404
Quantity: 1 available
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Introduction to Multiple Time Series Analysis
Published by
Springer Berlin Heidelberg Aug 1993, 1993
ISBN 10: 3540569405
ISBN 13: 9783540569404
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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
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