New introduction to multiple time series analysis
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] |
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New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut, (2005)
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New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut, (2005)
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Applied time series econometrics
Lütkepohl, Helmut, (2004)
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Testing for the Cointegrating Rank of a VAR Process with Level Shift and Trend Break
Trenkler, Carsten, (2006)
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Forecasting Euro-Area Variables with German Pre-EMU Data
Brüggemann, Ralf, (2006)
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Brüggemann, Ralf, (2005)
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