New introduction to multiple time series analysis
Helmut Lütkepohl
| Year of publication: |
2006
|
|---|---|
| Authors: | Lütkepohl, Helmut |
| Publisher: |
Berlin [u.a.] : Springer |
| Subject: | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Kointegration | Cointegration | ARCH-Modell | ARCH model | Theorie | Theory | Deutschland | Germany | Ökonometrie | Econometrics | Multiple Zeitreihenanalyse |
| Description of contents: | Table of Contents [gbv.de] ; Table of Contents [loc.gov] ; Description [zbmath.org] ; Description [loc.gov] |
| Extent: | XXI, 764 S. graph. Darst. |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch ; Textbook ; Bibliografie enthalten ; Bibliography included |
| Language: | English |
| Notes: | Literaturverz. S. [713] - 732 |
| ISBN: | 3-540-26239-3 ; 3-540-40172-5 |
| Classification: | Mathematische Statistik ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001768634