ID: 163311
Beschreibung
ISBN: 9783540401728
This is the new and totally revised edition of Lutkepohls 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.
Dit artikel bestel je voordelig 2e hands op studystore.nlIn goede staat, snel in huis én gratis thuisbezorgd. Toelichting:De prijs in deze advertentie is gebaseerd op onze laagste 2e hands prijs (OP=OP).Zodra een 2e hands boek op is, kan het voorkomen dat je op Studystore het boek alleen nog nieuw kunt bestellen.
This is the new and totally revised edition of Lutkepohls 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.
Dit artikel bestel je voordelig 2e hands op studystore.nlIn goede staat, snel in huis én gratis thuisbezorgd. Toelichting:De prijs in deze advertentie is gebaseerd op onze laagste 2e hands prijs (OP=OP).Zodra een 2e hands boek op is, kan het voorkomen dat je op Studystore het boek alleen nog nieuw kunt bestellen.