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Search: subject_exact:"VARMA model"
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Time series econometrics
Neusser, Klaus
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2016
Persistent link: https://www.econbiz.de/10011485298
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New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut
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2005
Deals with analyzing and forecasting multiple time series, considering a range of models and methods. This reference work and graduate-level textbook enables readers to perform their analyses in a competent manner
Persistent link: https://www.econbiz.de/10014415231
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New Introduction to Multiple Time Series Analysis
Lütkepohl, Helmut
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2005
Persistent link: https://www.econbiz.de/10013520820
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