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New Introduction to Multiple Time Series Analysis by Helmut Lutkepohl (Paperback, 2006)

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New Introduction to Multiple Time Series Analysis by Helmut Lutkepohl (Paperback, 2006)




This is the new and totally revised edition of Lutkepohl’s 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. 764 pages, 36 Tables, black and white; XXI, 764 p. Lutkepohl, Helmut