New Introduction to Multiple Time Series Analysis
by Helmut Lütkepohl
| Year of publication: |
2005
|
|---|---|
| Authors: | Lütkepohl, Helmut |
| Publisher: |
Berlin, Heidelberg : Springer Berlin Heidelberg |
| 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: | Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
| Extent: | Online-Ressource (XXI, 764 p. 49 illus, digital) |
|---|---|
| Series: | |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Lehrbuch |
| Language: | English |
| ISBN: | 978-3-540-27752-1 ; 978-3-540-40172-8 |
| Other identifiers: | 10.1007/978-3-540-27752-1 [DOI] |
| Classification: | Mathematische Statistik ; Methoden und Techniken der Volkswirtschaft |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013520820