Related Books
Language: en
Pages:
Pages:
Type: BOOK - Published: 1991 - Publisher:
Language: en
Pages: 512
Pages: 512
Type: BOOK - Published: 1999 - Publisher: Oxford University Press, USA
A collection of essays in honour of Clive Granger. The chapters are by some of the world's leading econometricians, all of whom have collaborated with and/or st
Language: en
Pages: 576
Pages: 576
Type: BOOK - Published: 1993-08-13 - Publisher: Springer Science & Business Media
This graduate level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. Th
Language: en
Pages: 792
Pages: 792
Type: BOOK - Published: 2007-07-26 - Publisher: Springer Science & Business Media
This is the new and totally revised edition of Lütkepohl’s classic 1991 work. It provides a detailed introduction to the main steps of analyzing multiple tim
Language: en
Pages: 288
Pages: 288
Type: BOOK - Published: 2008-08-27 - Publisher: Springer Science & Business Media
This book presents modern developments in time series econometrics that are applied to macroeconomic and financial time series. It contains the most important a