Introduction to Multiple Time Series Analysis - Brossura

Lutkepohl, Helmut

 
9783540531944: Introduction to Multiple Time Series Analysis
Brossura
ISBN 10: 3540531947 ISBN 13: 9783540531944
Casa editrice: Springer-Verlag Berlin and Heidelberg GmbH & Co. K, 1991

Sinossi

This graduate-level textbook deals with analyzing and forecasting multiple time series. It considers a wide range of multiple time series models and methods. The models include vector autoregressive, vector autoregressive moving average, cointegrated and periodic processes as well as state space and dynamic simultaneous equations models. Least squares, maximum likelihood and Bayesian methods are considered for estimating these models. Different procedures for model selection or specification are treated and a range of tests and criteria for evaluating the adequacy of a chosen model are introduced. The choice of point and interval forecasts as well as innovation accounting are presented as tools for structural analysis within the multiple time series context.

Le informazioni nella sezione "Riassunto" possono far riferimento a edizioni diverse di questo titolo.

Editore
Springer-Verlag Berlin and Heidelberg GmbH & Co. K
Data di pubblicazione
1991
Lingua
Inglese
ISBN 10 
3540531947
ISBN 13 
9783540531944
Rilegatura
Copertina flessibile
Numero edizione
1
Numero di pagine
567
Contatto del produttore
non disponibile
Persona responsabile
CMN Printpool Inh. Mathis Neumann
https://www.also.com/ec/cms5/en_6000/6000/index.jsp

Friedrich-Karl-Str. 9
Hamburg
Germania

Altre edizioni note dello stesso titolo

9780387531946: Introduction to Multiple Time Series Analysis [Paperback] by

Edizione in evidenza

ISBN 10:  0387531947 ISBN 13:  9780387531946
Casa editrice: Springer Verlag, 1991
Brossura